I don't because I don't use them, if i get a pipe that requires a filter, first thing I do is throw it out. Yes they will filter some on the first smoke, but then the following smokes taste like stale tobacco. Not only that but they will swell and impede the draw. If you must use them, replace them after every smoke or two unless you like stale tasting smoke.
Pecci, if you want to try filters, by all means, see what you think. With regard to changing them, here's some simple math to think about: a 2 oz tin of decent tobacco will usually set you back between $10-$15. At about 10 bowls per ounce, that's between $.50-$.75 per bowl. An average filter costs about $.10. Based on that calculation, I'd change it for every smoke. No sense risking funking up a relatively expensive bowl of tobacco just to save a dime.
That said, I don't really use them much anymore, if ever.
Pecci, I have only 1 pipe (out of 10), a Savinelli prince, that uses a balsa wood filter. I bought it just for that reason, and it does provide a better, drier smoke. The down-side being exactly what StrongIrish stated, the moisture cause the balsa wood to swell, and after 2 or 3 smokes, it restricts the airflow, and must be changed. But, as I bought it because I wanted a good quality filter pipe, I'll keep it that way. It's the only one I have, so no big deal to me.
When I use a filtered pipe, like my cobs, I change the filter every smoke. If you like what they give you, then use them with pride and smile when you throw away a damp, brown filter thinking about where that stuff would have ended up if you hadn't used it!
Baccy juice? I assume this is because of: a moist tobacco, fast smoking cadence, gurgly or not broken in pipe? Not trying to fully diss filters, but actual 'juice' sounds to me like an issue that can be corrected in other ways. Heck, I like wet tobacco, so I accept that i'll have to deal with it(with most my pipes)...which I deal with by 'shaking down' my pipe. No more moisture, no filter dummying down the true tobacco flavors. Yes, YMMV.
Assuming your pipe is properly drilled and caked(and not over smoked)...drying your tobacco out should result in a fairly dry smoke. (When not smoking fast). If you sense or hear moisture(gurgle), put your thumb over the bowl and 'flick' the pipe, stem downwards, a few times. Because I like moisty blends, I have to do this with the majority of my pipes.
I do use Medico Filters. They aren't necessary, but I like them, for whatever reason. I use them for two or three bowls before replacing them. Like empty beer cans, a collection of wet, brown filters will make you aware of how much you are indulging in a favorite vice. It isn't always a cheerful revelation.