Message filters in g-mail

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Hello friends, i personally like google technologies and wanted to use gmail.com since its inception.. but it doesn't seem to have message filters ( these filters direct your mails to particular folders.. this is available in yahoo).. Hence all messages are cluttered up in the inbox.. ofcourse, I didn't completely observe gmail, but any avid users of gmail can brief me on this feature?? This is one feature i think I can't do without.. this is the exact reason why I use yahoomail, even if it crashes a 1000 times.. the beta version is a headache to say the least.. thanks guys..