attach filter pouch to the belt it looks cool, but if drop the filter on the ground is not cool at all.
beside, nowadays we hardy use filters, and don't have many different kinds of filters, only use it for specific scene or set up, so just use the original filter case/box and put it INSIDE camera bag, take out when necessary.
Don't attach to much stuff to your camera bag. Saw some people with tripod, bottle and lens pouches attached, all happily dangling around and making the bag even bigger / bulky. I got a Cokin filter holder from OP (20-25 bucks, can't remember), comes with Velcro holder for belt and some small sling belt for neck / shoulder. Well built, I sling it around waist instead of hooking to belt. I guess there are other makes and brands out there, same price or cheaper, same style or different.