I went through this too, but the solution is an easy one, especially if you have a Sekonic meter. Each and every filter has a "filter factor" ranging from zero stops change in exposure, all the way up into 10s of stops for some neutral density filters. Other filters fall somewhere in between and you can look this up in the mfg data for your particular filter. Filter Factors are expressed in increments from 0.0 to 16 and beyond and can be converted into stops, or EV values that you can plug into your exposure meter to compensate for your filter. There are tables for this all over the internet - here's a link to one from Wikipedia:
http://en.wikipedia.org/wiki/Filter_factor
If your exposure meter doesn't allow you to set a Filter Factor, you can just change the ISO setpoint to match the change in EV value with your filter on, for example:
400ISO FIlm
Filter Factor of 2.0 = 1 Stop
Change ISO in meter to 200 to compensate
Shoot and develop normally for 400ISO film
It's a little more difficult when you are using a meter in another camera for your exposures, but the principle is the same, just change the ISO per the filter factor. If you are guessing exposure, or if the filter factor is some fraction of a stop, it becomes even more complicated, but I do it pretty regularly and if I can do it, you certainly can!