One slightly frustrating aspect of using date slider filters with monthly data is that the start point on the chart is one month ahead of the start point on the date slider.
If you click on the start date on the date slider you will see that it is not actually a month/year, but a specific day/month/year. Even if your monthly data is formatted such that each date represents the first of each month (i.e. 1/1/2012, 1/2/2012, etc.) the slider will still use all the days in the calendar.
For an example, see the dashboard "Real Estate Prices" from Tableau's own Visual Gallery.
It would be great if the slider could be set to be continuous at the same level as the data you want to examine.