Some general things about Filia and her background that I thought I'd share. Anything I've not deduced on my own, I probably got from kuchenhexe - seriously, between the two of us, we've wasted an entire life analyzing Filia.
Filia and other races
You may have noticed - Filia's a bit of a racist. It's honestly not because she's a bad person; she's just horribly sheltered. She notes in the first few episodes that she's not used to being around humans - as a matter of fact, you could probably extrapolate that she's never left the temple of the Fire Dragon King for more than a short period of time before the events of Try. All she's ever been around are dragons, and the elders at her temple are... high-and-mighty, to put it lightly.
To Filia, dragons are obviously the superior race. Humans and beastmen are less superior, and Mazoku are, well, in her own words "raw garbage". This is not arrogance on her part - it's merely 'the way things are', as it was taught to her by the elders. At the point in the series I've pulled her from, she's beginning to question this, along with many other things that she was taught during her upbringing at the temple of the Fire Dragon King. She's grown fond of Lina and her posse (even though she wouldn't outright admit it, and never in front of them!), and is generally open to speaking to, well, just about anybody except for Mazoku!
Which is why, you might have noticed, if your character is human, Filia has tried to generally be polite but aloof. If your character is some kind of demon, Mazoku, or yokai, well - expect lots of screaming until you beat it into her head that you're not from her world. Yes, you have to do this - she's very stubborn. She generally distrusts Mazoku on instinct (with good reason!), but will usually not attack unless they either provoke her verbally (watch how Xellos does this - he's really the master) or are doing something to be attacked (attacking others, messing with her tail, attacking her). If asked, however, she sees nothing wrong with a pre-emptive strike!
Filia and magic
In the Slayers world, there are three kinds of magic: white, black, and Shamanist. White magic is healing and purification spells, black magic is your standard attack spells (they either draw on the power of negative emotions, or in some cases, Mazoku lords), and Shamanist magic draws on the five elements (fire, water, air, earth, and spirit).
Under the header of 'white magic', there's a special category - holy magic. These are attack spells that draw on holy power, and have been lost to humans for hundreds of years. Filia uses one of these twice in the course of Try - Chaotic Disintegrate, which is a spell used to damage Mazoku (my icon is Filia casting Chaotic Disintegrate at Valgaav, btw). But the long and short of it is that Filia (and the other dragons at the temple of the Fire Dragon King) are proficient in the use of these holy spells.
If your character has a dark aura - that is, they have a lot of evil energy - Filia will be able to sense it. The only exceptions would probably be if your character can lock that energy away - Slayers Mazoku really have no reason to, as humans can't sense this. I believe the Naruto characters can clamp down on the demons that inhabit their souls (or whatever), and the YYH characters can do this too? Maybe? Not sure. Just let me know on a case-by-case basis whether she should pick anything up!
Filia and relationships
Filia, believe it or not, is actually quite the romantic. She likes sappy, tragic love stories, and will actually volunteer to help lovers in need. Although, honestly, I don't think she understands relationships or being in love at all - no indication of this was given in the series at all. Don't expect Filia to understand being hit on - it goes right over her head.
From the fact that she's the daughter of a high priest (whether this was Saichuro/Supreme Elder or not, no one is certain - his actual name is never given, but I wouldn't put it past the bastard to screw his own daughter over like that), we can discern that her order does not practice celibacy. There isn't, however, any indication of their attitudes towards love and marriage. I'm going to hazard a guess and say that they *do* believe in marriage, but whether they believe in love going along with it or not is another story. Knowing the temple that Filia comes from, it's entirely probable that they give a great deal of lip-service to the ideals of love and marriage, but don't really uphold the love parts very well (as in, people do their duty, don't question it, and repress a lot of stuff).
Filia and that big friggin' mace
The mace that Filia keeps under her skirt is her primary weapon - she'll whip that out at the drop of a hat to keep people in line. It's faster and cleaner than actually using magic (or transforming, godsforbid), and makes a better, heh, impression.
Keep in mind that if Filia swings her mace at you that it's for comedic purposes only. It's not going to debilitate your character in any way (it shouldn't, really - if you want a concussion, go for it), as the characters that get maced in Try are usually stunned for a few seconds and then right back up. It packs a punch, but it's not going to kill anyone. And really, the only characters that should be able to dodge her mace are those that can teleport (like Xellos - for as many times as she draws the thing on him, she never does actually manage to hit him) or move very, very fast (I could see Impulse getting away from it). But to be fair, she probably won't try to mace anyone too delicate to take it, anyway.
And for the record, flipping Filia's skirt up or touching her tail will earn you a macing. YES, NARUTO, I'M LOOKING AT YOU. XD
Filia and tea
I'm afraid that part is never even explained in Try. The tea set just *is*. Don't question it.