The problem of refraction of ultrashort, high-intensity laser pulses in underdense plasmas is discussed in the context of producing long plasma filaments by high f-number axial focusing of laser beams. For uniform gas targets, it is shown that refraction can clamp the intensity of the focused laser beam at a value near the threshold for multiphoton ionization. In order to make large volumes of underdense plasma with ultrashort pulses, it is necessary to preform a partially ionized filament with a suitable radial electron density profile. Such a structure can act as an indestructible waveguide for ultraintense, subpicosecond laser pulses. Indeed, highly ionized plasma represents the only practical optical material at wavelengths below 50 nm or at intensities above 10(13) W cm(-2).