I'd say it depends on the environment you're shooting in. If you're in an area or situation where there's a possibility of physical damage to the lens, like a beach or desert on a winday day, a UV filter may provide some protection from blowing sand. Shooting from the end zone at an NFL game, probably not. The filters are not armor. If there's a force strong enough to break the filter, the broken pieces may damage the lens surface. I have never used a UV filter for protection, only for reducing the effect of haze on a landscape scene. Other than that, the only filters I use are for specific effects - circular polarizer, graduated neutral-density filter, etc. One thing to keep in mind is that anything you put in front of the lens is going to degrade the image quality to some degree, which means that a filter is just one more thing you have to keep clean.

UV filter for protection? Only rarely. Take it with you but leave it in the bag...