Jaime,
I have also used filters on a pview because they were "easy" and upto a couple of hundred rows perform well with grids.
>Exactly. I think the best solution is use the param. view for the first selection ( instead of the set key ), then on the subset ( generally not a big table ) apply whatever filters to the view with set filter. This is because you generally need a lot of different ( sometimes not optimizable ) subsets of the view.