Critical focusing via LCD is really only useful in shooting close up still-life or macro. Otherwise you can lean on hyperfocal distance. You really should only be using the LCD to check the exposure via the histogram.
i always focus with the filter on. I just make sure i focus on the stem of a tree or anything else thats solid (so not on the leaves) Works like a charm for me. I use a 350D with a 50mm, Hoya R72.
I tried the the whole taking filter off, focus, filter back on, re-focus thing....but im lazy. So i just keep my filter on and keep both eyes open. So i just look through the camera like i normally would, but now with both eyes open. Since the 50mm is somewhat similair to the human eye-sight, you get a pretty good picture of where you are focussing on. When you focus, the eye behind the viewfinder will see the red focus dot and the other eye will see the scene. Put those together and you see the scene with a focussing dot......and so you know what you are focussing on. Works for me