Almost all my diving has been clear tropical in the Caribbean, so my comments below are based on that.

My FX7 has an auto gain limit. Currently I have it set to 6db. That pretty much takes care of the grain issue. I use a filter for wide angle since my lights are not strong enough to fill a W/A shot and MWB is easier to set with the filter in place. Many times I can't get a MWB lock w/o the filter if I am deeper than 30 feet.

If the scene looks too dark with the filter, I'll flip it out.

Lights for macro shots, no filter.

One scenario where I use filter and lights together is late day shooting. I set MWB with the filter in place and lights on. The result is the foreground and background are both nicely colored. I learned this "trick" from Annie Crawley's DVD.