Message Filters are a dream. A wonderful way of automatically or manually archiving loads of mails by category once read.
The Unified Inbox is a dream. To see my many inboxes (and yes I watch about 20) in one list is wonderful and amazing.
But the two features do not interplay. Message filters are on an account by account basis and not even easy to copy from account to account let alone run on all accounts. It would rock, IMHO if we could run message filters on the Unified Inbox! A Unified filter set!