Link to exposed filter view?
While exposed filters don't change the path, they do in fact change the url by adding the filters in there as variables.  As an example, if you had a View with a page display at your/path and an exposed filter that filtered on content type, it would create this url after the exposed filter was selected:

www.example.com/your/path?type=NODETYPE


So, depending on what your exposed filter adds, you can create a link to

www.example.com/your/path/?filter=value


and go there directly.  Just look in your browser afterwards and you should see it, assuming you aren't doing something fun with AJAX here anyway.