If you want to get the best possible 3D Print out of your 3D Printer, you must keep moisture away from your filament.  I stumbled on this video that does a great job of explaining how desiccant works like silica gel.  A common mis-conception pointed out by the video is that you just toss a gel pack in the environment and it will absorb the humidity, this is only half true.  It actually depends on the moisture that the silica gel has already absorbed.  You may need to dry your gel out first and then keep it into a closed system.

This is extremely important when dealing with certain filaments like Nylon.  ABS and PLA also suffer from moisture absorption but not as much as Nylon.   If your filament absorbs moisture it can cause irregularities in your extrusion and possible bubbling or pockets.  This can lead to excessive curling and other deformities.

The only real difficult part is keeping the filament in a closed loop system.  Most hobbyist 3D Printers are an open design.  I heard something about patents on enclosed systems are to blame for that but I haven’t confirmed.  So if you were to build something around your printer you could control the moisture.  The other option would be to simply take your filament off of the printer when you are not using it, and place it in an air tight container with silica gel (that is already dried) and put it back on when you want to use it.  Sorta like keeping your bread from going stale.