As long as it is clear to the user that a filter is set, maintaining their last preference e.g. "sticky" tends to work out best.
The biggest challenge with a default filter state is that you are assuming you know what ALL users want, which just isn't realistic.
Case in point. There's a mobile iOS app called 9GAG that maintains an ever growing collection of funny pictures. There's options on the "home" tab when you launch it for "Hot", "Trending", and "Fresh". The app defaults to "Hot" which is likely what a lot of users would find most interesting however many people (myself included) much rather prefer the "Fresh" tab which is a standard Reverse Chronological view. e.g. Latest first... keep scrolling to go back in time.
Every time I load the app I have to re-select my desired filter to "Fresh" in order to get the view I want. If the app maintained my preference, I wouldn't curse at it every time it launches.
The great thing about just maintaining the user's last choice as a default is that it "Just Works!" for everyone without any need for additional UI controls or clutter.