The magnetic susceptibility, field-dependent heat capacity, and electrical transport properties (resistivity and Hall effect) are investigated for filled skutterudites $M{\mathrm{Fe}}_{4}{\mathrm{Sb}}_{12}$ with $M=\mathrm{Na}$, K, Ca, Sr, Ba, Yb, and La. The specific heat ${c}_{p}(T)$ reveals linear terms $\ensuremath{\gamma}$ ranging from $100\phantom{\rule{0.3em}{0ex}}\text{to}\phantom{\rule{0.3em}{0ex}}200\phantom{\rule{0.3em}{0ex}}\mathrm{mJ}\phantom{\rule{0.2em}{0ex}}{\mathrm{mol}}^{\ensuremath{-}1}\phantom{\rule{0.2em}{0ex}}{\mathrm{K}}^{\ensuremath{-}2}$. An Einstein term contributing to ${c}_{p}(T)$ is analyzed and discussed in connection with thermal vibrations of the cations $M$. The Einstein temperatures ${\ensuremath{\Theta}}_{E}=70--105\phantom{\rule{0.3em}{0ex}}\mathrm{K}$ are compared with values derived from atomic displacement parameters obtained by x-ray diffraction and other methods. Deviations of the amplitude and frequency of the Einstein term from the expected values are discussed. The paramagnetic susceptibility and the magnetic ground state varies systematically with the cation charge. While $\mathrm{Na}{\mathrm{Fe}}_{4}{\mathrm{Sb}}_{12}$ and $\mathrm{K}{\mathrm{Fe}}_{4}{\mathrm{Sb}}_{12}$ are nearly half-metallic weak itinerant ferromagnets with ${T}_{C}\ensuremath{\approx}80\phantom{\rule{0.3em}{0ex}}\mathrm{K}$, $\mathrm{Ca}{\mathrm{Fe}}_{4}{\mathrm{Sb}}_{12}$, $\mathrm{Sr}{\mathrm{Fe}}_{4}{\mathrm{Sb}}_{12}$, $\mathrm{Ba}{\mathrm{Fe}}_{4}{\mathrm{Sb}}_{12}$, and $\mathrm{Yb}{\mathrm{Fe}}_{4}{\mathrm{Sb}}_{12}$ are nearly ferromagnetic metals with a high Sommerfeld-Wilson ratio and strong ferromagnetic spin fluctuations. $\mathrm{La}{\mathrm{Fe}}_{4}{\mathrm{Sb}}_{12}$ is paramagnetic with predominantly antiferromagnetic fluctuations. The decrease of the low-temperature specific heat with magnetic field is investigated. A large positive magnetoresistance is observed for both ferromagnetic and nearly ferromagnetic compounds, while that of the La compound is small. Size and temperature dependence of the Hall coefficient points to a compensation of hole and electron carriers. The temperature dependence of the resistivity displays different characteristic power laws and an anomaly around $80\phantom{\rule{0.3em}{0ex}}\mathrm{K}$. These observations can be explained by details of the electronic structure. A systematic variation of the properties with charge transfer from the cation $M$ to the $[{\mathrm{Fe}}_{4}{\mathrm{Sb}}_{12}]$ polyanion is recognized.