Place Filtered

Press N to change the currently held item into a pseudo-blueprint with alternate settings, such as a null-filter or limiting a chest. Press N again to switch back.

What's a "pseudo-blueprint"? If you converted from a real stack, the blueprint will think that it's a real ~~boy~~ item!

Left-click will construct the building, provided you're in building range. Holding Shift + Left-click will place a ghost like normal.

Supports

Inserters
Splitters
Pumps
Loaders
Asteroid collectors
Logistic Storage chests and Passive provider chests
Normal Chests and Cargo wagons, by limiting the inventory
Turrets and Artillery turrets/wagons, by disabling enemy targeting
Mining drills, with a mod like Filter Mining Drills

Other alternatives

Although not strictly filters, it also changes a few other items to their "alternate mode":

Deconstruction planner - switches to Trees/Rocks only
Lamps - sets Always On and white colour
Arithmetic and Decider combinators - passes the signal through unchanged
Constant combinators - turns off output
Display panels - always shows the first line
Power switches - enables the connection
Programmable speakers - sets range to Global and turns on Show Alert
Train stops - sets Train Limit to 1
Locomotives - don't change to the stop's colour

I suggest sharing this keybind with "Debug > Toggle entity" (at the very bottom of Controls), since they have quite similar functions.

Recommended companion mods

Filter Helper: Shows a panel in the entity's GUI with relevant items.
Preconfigure Placement: Open the entity GUI before placing it, and place copies with those settings - a more general approach to the problem.