I sometimes use filters when I make portraits of people that have poor skin complexion. An orange filter might help someone with lots of skin blemishes, for example.
I don't know why everybody is so hooked up on using filters only with skies. If you're in the woods photographing foliage, really striking results can be had by using green filters. Any time you photograph flowers and want to increase contrast between two complimentary colors, color filters can come very much in handy.
Be creative with filters, use them to their strength and to improve your pictures according to how you want your photographs to look. I for one do not like the red filter sky much. Too much of the rest of the color spectrum gets rendered too damned wacky for my tastes.