I'd suggest listening to the chart.on('filtered', ...) event, because it tells you whenever the selection changed.
chart.on('filtered', function(chart) {
console.log(chart.filters());
});
But you certainly can watch onClick as well. It's a public method so if you want to override it and do something in addition to filtering, you can do:
dc.override(chart, 'onClick', function(d) {
// do something
return _chart._onClick(d); // call original function, which toggles the filter state and redraws
});
onClick source: