I have a UV and a Polariser - don't think I've used the polariser yet as both times I've been on holiday since I had it, I forgot to take it with me.
Generally leave the UV filter on at all times if only to protect the lens.
I'm going to get a couple more when my financial situation improves (I'm out of work and overdraft is getting worrying) - will probably go for a couple of ND filters cos I want to try some longer exposure shots at some point.
But at the end of the day, I don't think that in the days of digital photography/image enhancement, filters will do much more for you than Photoshop can.