Let A be a quasi-hereditary algebra. The aim of this paper is to show that the category of all A-modules with good filtrations is functorially finite in A-mod, thus it has (relative) almost split sequences. This follows from a general result dealing with arbitrary artin algebras. For quasi-hereditary algebras, we will consider the relation between four rather interesting subcategories, one of them being the category of modules with good filtrations, and we will exhibit one particular module which is both a tilting and a cotilting module. It turns out that the quasi-hereditary algebras always come in pairs.