I was wondering how important it is to have a filter in my system.

Thanks

 

Very important. So important NX installed screens into all there nitrous solnoids inlets. Even the purge has one. If trash gets between the piston and the seat of your solenoid then there is a good chance of sticking the noid open. This is extremely bad and could cost a bunch.
Ricky

 

So do all NX kits come with a nitrous filter then? I have the GM EFI kit but I have not yet gotten around to installing it.

 

Yes all NX kits come with filters. Take a look at the inlet side of your nitrous solenoid. You should see a screen in that port.
Ricky