The JD5000 filters certainly have the strongest following. They are very comprehensive and many people are quite happy with them. But they are also very arcane and can be difficult to modify yourself if you are not an HTML and Proxomitron expert.
I prefer to have control so I am running my own customized filters based on the default set plus 'cherry picking' what I could understand and use from others, including the JD5000 set.
There are a few good Online sources of filters and ideas besides the JD5000 site. They tend to be out-of-date, though.
http://www.geocities.com/u82011729/prox/
http://www.sankey.ws/proxomitron.html
http://accs-net.com/smallfish/prox.htm
Edit: The Computer Cops Proxomitron forums look very good, too. Added those to my personal bookmarks for Prox resources.
[ June 14, 2004, 14:25: Message edited by: Baron Munchausen ]