Very big subject and as you say, many people will have their own working methods.
Quick tip though - Wherever you apply effects, be it to audio or midi tracks, keep your dry, unprocessed tracks for revisiting in the future.
I would put EQ and Filters into separate boxes if I were you. An example:
If you have a kick drum and bass, this is where EQ is useful. Use the Voxengo tool to see the main frequency of each of them and then make sure they don’t clash on the same main frequency. Use EQ to take out some of one of them if they do.
Hihats not crisp enough? Choose another or use EQ to boost a bit.
Where to apply all this though? I use EQ throughout the creation of a track, but it doesn’t mean it’s fixed at that value or those values until the end. An example would be of getting the balance right for Kik & Bass and then when you add a “Kylie” organ sound, it’ll change the whole feel again. The main thing is not to let the quality affect your creative juices, so you get bogged down with frequencies and miss out on a creative musical moment. At the same time you need to know if sounds or even the music fit together well, so it needs to sound okay as much as possible while you’re writing.
Filters? Well they are often used to take out bottom or top end, or bands of frequencies, but they are also used as an effect. Think of TB 303’s - they are so good because the musician is playing with the cut off filter a lot. Many dance tracks have a filter across the master track to sweep the lot during a breakdown. So filtering then becomes a part of the music and the feel of the track, not part of the production.
Once you have a track finished musically, then is the time to revisit everything and see how the mix sits. Probably the hardest part of the process. Have a go at a mix, rest your ears for an hour, have another listen. Leave it until the next day and listen again.
Export each track to audio (so the effects including eq, compression, reverb etc have been applied) and make sure it has a unique name. As I said earlier, keep your dry tracks.
A short question and post from you, but there are so many answers. That was one of mine! Hope it helps.