Often I select an area of an image, apply a filter from the "artistic" or "brush-strokes" submenu, and even if I play with the settings, I still see no discernible effect created?

I can only offer a few quick things to check. All of these assume you don't know much, so I'm sorry if it offends. Make sure you aren't trying on the background layer (it can't be changed). Also, sometimes, I am on the wrong layer thinking I am working on another one (maybe the new version will have the "telepathic layer syncronization" option). Sometimes, though, the filter will tell you you are on wrong level when it tells you that you have nothing selected. Possibly, post the image along with the layer pallet and tell us which filter you are tyring to use.