I wash my hydroton pretty thoroughly, too. One thing I noticed though is that, at least with the stuff I get, I have a hard time getting the water to be completely clear if I agitate them at all, as it seems just banging together they produce that dust material. I've never had any issues with it, though, as far as pumps or clogging things up too much. I clean my reservoirs weekly, though, too. A filter sure couldn't hurt (I don't think), but I haven't found it necessary to date, either. Bassman has some good points on filters if you decided to go that way.
I also re-use my hydroton by washing it between grows with bleach to get the organic material (ie leftover roots) cleaned out, etc. Rinse the heck out of it after... I've noticed that the second run with this batch of hydroton is cleaner and doesn't seem to have as much dust/debris, but there is still some. I just haven't had any problems so I'll probably stick to not using the filter, personally.