there is nothing wrong with a filter (i have one and that may be a reason my taco 0011 is going into its 11th year?) and although i find changing my filter each year is fine and i use no gauge, i guess a gauge before the filter would let you know if the filter was dirty. If the pressure normally ran at say 5 psi and then you looked a month later and it was at 7 or 8 that would be an indication that the pump was working harder to push fluid through the filter. thus, a dirty filter. i would say the filter is not needed if you change the filter yearly, but to each his own.
i use a filter becasue my unit is home made and made entirly of carbon steel and i know it will give off rust, my filter catches that rust (or most of it) and that keeps my exchangers (hopefully) running longer and more efficient