I use my nylon pliers to hold wire and thin pieces of sheet metal when I am filing a flat or straight edge. The nylon pliers hold the wire securely without marking it. The pliers are much easier to hold than the wire and the edge of the pliers give a guide for what is straight so you don't end up with an unwanted angle on the end of your wire.
I like to rest the pliers against my bench pin or desk so I have a good strong base so the filing is efficient. For best results file from one jaw towards the other so the jaws are supporting the wire. If you file the other way along the edge of the jaws you have to grip the wire much harder and there is nothing to stop the wire from moving.
I also use nylon jaw parallel pliers but these are a little harder on your hands as the spring is much stronger than the pliers. I tend to use the parallel pliers for tubing and larger sheet metal.