The problem I've experienced when using the line-filtering feature of UPSs and surge protectors is that the signal for my cable modem is degraded, causing intermittent network performance issues. The cable company recommended against using such filtering and following their advice, the problem was resolved.
Another problem I've experienced with UPSs in general are the batteries. They tend to fail just outside the warranty period of the units. That in itself isn't the problem. The problem is with the aftermarket batteries I've purchased from Batteries Plus, etc. They are junk, in my opinion, as they typically only have a 1 yr. warranty and always fail around that time. The total cost of ownership grows quick when replacing these batteries yearly, especially with dual-battery high-end units. I know from experience. It may be better just to replace the entire UPS units once their factory-installed batteries fail.
Never a bad idea to use power surge/interruption protection, but I gave up on UPSs due to the high cost of maintenance. I stick with quality surge protection and most importantly, quality PC power supplies.