I am developing an application in asp.net MVC3 and I have the following questions: When should I write an HTTP module and when should I write an action filter?
Filter are more MVC approach of doing thing whereas Http Module are more of ASP.NET way of doing thing. Both serve similar purpose by providing hook in the processing pipline.
HttpModule is more generic and when you want some thing to be processed on every request. Filters are useful for adding action specific behaviour.
If you want some thing to be executed only once per Http Request, you should use an HttpModule. ActionFilter may get executed several times during a request until and unless you check IsChildActionOn.