Several types exists, and a cavity filter is said to be pretty good in a really high-noise environment - a fellow ADS-B enthusiast lent me the sample below:
Available from Sysmocom from Germany for around $45 plus shipping, looks and feels like a LEGO brick on steroids. Two SMA female ports marked In and Out, and that's it. I've been specifically asked by the owner not to open it up, because he has sent his own images of internals:
PerformanceTwo identical ADS-B stations sharing FlightAware antenna via splitter, one with Uputronics Wideband Preamp and this filter, other station with Uputronics 1090 MHz filtered preamp fitted with SAW filter. Nooelec SMArts as RTL-SDR dongles.
Two configurations: Antenna => LNA => Filter, then Antenna => Filter => LNA.
Results were surprising, I expected that an $80 combo will outperform a $45 filtered preamp. Lowered gain to 40 dB and repeated test with LNA first (which is the setup used in the 1090 Filtered preamp or the Pro Stick Plus). Range plots were almost identical as well, so did a control run to check the SMArts, as usual, flawless performance.
Possibly my location is not experiencing high levels of interference - I doubt that as there's a 10kW transmitter AM broadcast tower and numerous mobile masts nearby. Possibly the advantages of a cavity filter only manifests with a 12-bit receiver, not on an RTL-SDR - I can't test this assumption.
It's clear from this test that 1) adding a cavity filter did not help, and 2) doubling the cost did not double receive performance.
For me, and probably for the vast majority of users an integrated LNA+filter combo will work out cheaper and will be probably very close in terms of ultimate receive performance.
If you have any practical real-life experience with a cavity filter for ADS-B, please comment below.
Update Feb 14 2017: Manufacturer added the following, quoting:
The cavity filter is mainly required if you need a very steep filter curve, i.e. you have interference very close to the 1090 MHz frequency. This is for example the case with GSM base stations operating in the 900 MHz band. This band goes up to 960 MHz, and some base stations are transmitting at 40W. So in order to avoid them saturating your receiver, you need very steep filter flanks.