Essentially the filters mostly affect how the shadows print. The highlights are mostly affected by your exposure time. Try this as an experiment:
1) Use the #2 filter;
2) Do a series of test strips, at a progression of exposure times, to see if you can get good highlight detail in one of the strips. When you do, record the time;
3) Evaluate the shadows in that chosen strip. If they are too light, then you need to use a filter with a higher number. If the shadows are too dark, you need to use a filter with a lower number. Try some tests with different filters, using the recorded time. Check the results for retained highlight detail and good shadows. If you are forced to go to the #4 filter and higher, you may have to double your exposure time.
For some really contrasty negatives you may have a lot of trouble getting highlight detail at any exposure time with a #2 filter. If this is the case, re-start with a #1 filter.
This isn't necessarily the best way to approach the task of determining the right contrast filter to use, but it will show you how the filters work. Once you understand that, you can refine your technique.