A secondary is essentially what breweries call a conditioning tank. But breweries tend to have faster primaries, so moving the beer off gives them the ability to use the fermenter again. In this case, the secondary is important for clarification and for maturing the beer (reducing acetaldehyde, diacetyl, and other green beer flavors that can result from premature separation from the yeast).
Homebrewers typically leave their beer in the primary longer, until the yeast flocs out. In that case, you've pretty much used the primary as a secondary already. Taste your beer and see if it has any green flavors that need to be dealt with; if so, leave it on the yeast.
A secondary is useful for homebrewers if you're going to be doing additional fiddling with the beer that requires leaving it around at warmer temperatures, like dry hopping, oaking, adding other flavors, etc. Basically, you're moving the beer off the bulk of the yeast and trub to avoid picking up off flavors.
If your beer has dropped bright in the primary and you're ready to package, just do it. If you need to hold the beer for awhile (especially if warm), move it off the yeast to avoid autolysis flavors. It's about the same amount of work to transfer to a secondary as it is to keg, so the only reason I'd do this is if I didn't have kegs available (all full, need cleaning, etc.). If you do use a secondary, blow CO2 into the carboy first to avoid oxygen pickup during racking.
Filtering is a pretty abusive thing to do to beer, so I'd try fining and time first. If you rack unfiltered into a keg, just give it time and be prepared to toss the first pint or two you pull. You can fine in a secondary or in a keg as well.