You will have to experiment with your signals to see if filtering them is necessary. If you get acceptable results without filtering, you can obviously avoid that step.
Filtering has its own problems if you are interested in the phase relationships. If you are using an IIR filter, use the filtfilt function to do the filtering, since it is phase-neutral for all filters. (It is not necessary for zero-phase FIR filters, and you can use filter with them.)
Two Signal Processing Toolbox functions that you may find helpful are finddelay (link) and alignsignals (link). (I believe these were introduced in R2015. The documentation does not say specifically.)
