Background: Permanent tracheostomy because of total laryngectomy surgery entails significant consequences for patients regarding respiratory physiopathology, such as the loss of the filtering, humidifying, and heating of air by the nose. The use of special stomal filters can provide adequate protection of the tracheal–bronchopulmonary system with a reduction in respiratory pathologies. In fact, in most cases, laryngectomy patients are first cigarette smokers who for this reason also already have respiratory diseases such as chronic obstructive pulmonary disease (COPD). Despite the availability of tracheal filters, as reported in the literature, patients often tend to limit their use due to reported breathing difficulties, especially in conditions of intense breathing. Methods: The objective of this clinical study was to evaluate the most suitable stomal filter for laryngectomy patients during physical activity. The filters studied were an INHEALTH device (Blom-Singer SpeakFree HME); two ATOS devices (Provox® Life™ Energy HME and Provox® Life™ Home HME); and an FAHL device (Laryvox HME Sport). Results: For this purpose, the performances of 31 laryngectomy patients, subjected to medium–high physical effort, were analyzed through a standardized pneumological test, the Six Minute Walking Test (6MWT), which involves a sustained walk lasting six minutes, with an evaluation of heart rate, oxygen saturation, and meters traveled every 60 s; furthermore, we examined two subjective indices, namely, the basal and final dyspnea index and the initial and final muscular fatigue index. Conclusions: The multidisciplinary approach of the laryngectomee patient must also take pulmonary rehabilitation into consideration. It is the task of the medical team and speech therapy support to help the patient in the correct choice of HME filters taking into account daily needs.