Any (well, most) beers benefit from cold aging. I wouldn't do it with a Hefeweizen but many others could use a week or so at 35 - 40 to drop out sediment. It's not as aggressive as filtering, but I think it really helps remove unwanted flavors that come from flocculating yeast and hop sediment that gradually make their way to the bottom of your keg and come out in the first few pours.
I don't filter at home, but I've tasted a hoppy beer at a local brewery right before filtering and then after, and you really do get a crisper, more prominent bitterness when you remove the yeast.
Bottle conditioned beers will clear on their own in the fridge, but it's easier to pour when you don't have a big cake of junk at the bottom of each bottle.