I've heard that an O-III (Oxygen III) filter is great for planetary nebulae.
Is this true for all planetary nebulae, or just some or most?
What other target types are often improved with an O-III filter?
The dominant OIII emission line is the $^3P-^1D_2$ line, which is at 2.51 eV. If you want to see a pretty picture, you'll want a wide field of emission of this line, which would mean that you need a gas cloud which is exciting the OIII line thermally. The thermal energy required to excite the 2.51 eV line is around 8,000 K, so you need gas clouds with that sort of temperature.
Planetary nebulae and supernovae remnants will of course have temperatures around there. H II regions are excellent sources of O III emission, too.
Most planetary nebulae are improved with an O-III filter. I find it particularly helpful for the large dim Helix Nebula.
I also find it useful for most diffuse nebulae and supernova remnants, especially the Veil Nebula. For some reason, it doesn't help the Crab Nebula at all.