Although de facto solution to getting anywhere by car is a sat nav, some people still prefer simple directions and rely on their own navigational intuition.
Here are some simple ways to get to Filey provided you are in a larger local town:
From York: A64 from York to Staxton and then A165 to Filey.
From Whitby: At Whitby join A171 south towards Scarborough. At Scarborough town centre turn on to the A165 to Filey and before Filey the A1039 to Filey Town Centre.
Driffield to Filey: Set of towards Bridlington on the A614 and before you enter Bridlington Town join the A165 and then the A1039 to the centre of Filey.