I keep a nice (multicoated) UV filter on my lens by default. I take it off when the situation calls for it - low light, using a different filter, or when I want to just wring the last drop of performance out of it. I do this for one basic reason: accidents tend to happen around me and I would rather they happened to my cheap filter than my expensive lens.
If I wasn't such a disaster magnet and did all my work in a nice studio, I wouldn't bother with it, I'll admit. But among other things, my UV filters have stopped innumerable thumbprints, pokes, splashes (my daughter is rather unpredictable) and at least one Hurricane. (The drink, that is: I had one splashed at me at Mardi Gras.)
Now, if you are the careful, methodical sort, then perhaps you don't need to worry about this kind of thing. That's great. But I know me, and I think I'll keep my filters on. [img]/ubbthreads/images/graemlins/smile.gif[/img] To address the original question, I doubt I'd leave the UV filter on if I was using other filters at the same time. I take it off when I'm using my IR filter, for instance, because that already costs me like ten stops. [img]/ubbthreads/images/graemlins/smile.gif[/img] Actually, it probably doesn't make much difference at that point. But it's the principle of the thing.