Why the democrats should filibuster Alito

Not because of Roe v Wade. Because Alito supports Bush signing a bill banning torture while issuing a 'signing statement' that he is not obliged to abide by it:

The Imperial Presidency at Work - New York Times

...Both of the offensive theories at work here - that a president's intent in signing a bill trumps the intent of Congress in writing it, and that a president can claim power without restriction or supervision by the courts or Congress - are pet theories of Judge Samuel Alito, the man Mr. Bush chose to tilt the Supreme Court to the right.The administration's behavior shows how high and immediate the stakes are in the Alito nomination, and how urgent it is for Congress to curtail Mr. Bush's expansion of power. Nothing in the national consensus to combat terrorism after 9/11 envisioned the unilateral rewriting of more than 200 years of tradition and law by one president embarked on an ideological crusade.

A filibuster would likely fail, but it is a noble cause and, given where Bush is going, history may judge it well.