Does
the DSP make a big difference, or should I invest in a new filter.

It depends greatly on your listening habits, and the types of signals you
monitor most often.
The actual DSP noise reduction is a little iffy. It works nicely, when used
conservatively, on many signals, but doesn't make a huge difference unless you
also run it high and then the audio you want to hear is clipped and muddied
with artifaction. Sparingly, it can make a difference a lot of the time, but
not a big difference. Just my opinion.
BUT, the notch filter that is part of the UT106 unit is a very nice feature if
you listen to amateurs on crowded bands, or int'l broadcasters on crowded
bands, and it does indeed clean up the whistling and whining without degrading
the audio of the station you are trying to hear.
If you've made it this far without your ears exploding from bad interference
problems, you may want to try a new filter or go some other route before
purchasing the DSP option. But if you could use the het-killing features of the
notch filter, give it a go. Besides, depending on the filter you want, the
UT106 could be a bit cheaper!
Linus