I think of filters as defining a "flow" or a "direction" on a set. And to say that a function (into a topological space) converges along this filter means that as you go in this "direction", the function "tends" to a particular value.
I think filters are a natural generalization of sequences as well, if you reinterpret what it means for a sequence to converge. Namely, define $A_n=\{m\in\mathbb{N}:m\geq n\}$. Then the collection of all $\{A_n\}$ defines a filterbase. We usually focus on the points in the image of a sequence, which is exemplified by the notation $\{x_n\}$. Instead of focusing on the image points of a sequence, let's actually give it a name. Let $f$ be a sequence, that is a function from $\mathbb{N}$ into (say) a topological space. Then the sequence $f$ converges (in the usual sense) to $x$ if and only if the filterbase $\{f(A_n)\}$ converges to $x$.
In a parallel way, say we have a set $X$. And we have a function $f$ from $X$ into a topological space. And suppose we have a filter(base) $\{A_\alpha\}$. Then we say that $f$ converges to $x$ along the filter(base) $\{A_\alpha\}$ if the filterbase $\{f(A_\alpha)\}$ converges to $x$.
I like filters because they more readily allow us to think of "convergence in a direction" rather than "convergence around a point". As an example, the filter base $\{A_n\}$ can be said to "flow to infinity". And when we define a function $g$ on $\mathbb{N}$ which converges along this filterbase, we can think of extending $g$ in "this direction" instead of just extending $g$ to the singular point $\infty$.
Some of the more useful filterbases are
$$\{(x,\infty)\}_{x\in\mathbb{R}}\qquad \{z\in\mathbb{C}:|z|\geq r\}_{r\in[0,\infty)}\qquad \{(x_0-\epsilon)\cup(x_0+\epsilon)\}_{\epsilon\in [0,\infty)}$$
The first one induces a "flow" along the real line which tends to infinity.
The second one induces a "flow" on the complex plane which tends further and further away from 0. The third induces a "flow" on the real line which "sinks in" on the point $x_0$. Convergence along these filters (when a function does converge) are usually denoted by
$$\lim_{x\rightarrow\infty}f(x)\quad \lim_{|z|\rightarrow\infty}f(z)\quad \lim_{x\rightarrow x_0}f(x)$$
respectively. Thus convergence along a filterbase does have relatively immediate examples. But the power of filter(base)s comes along when you want to talk about convergence in a non-canonical "direction".
Perhaps the most readily available example of a non-canonical direction, which still comes up some times, is the filterbase
$$\{z\in\mathbb{C}: |\Re(z)|\leq \epsilon\,\text{ and }\,\Im(z)\geq 1/\epsilon\}_{\epsilon\in(0,\delta)}$$
Convergence along this filterbase is usually denoted by
$$\lim_{z\rightarrow i\infty}f(z)$$
But now you can imagine many more "directions" on many other sets.