I have used a filter ring adapter for several years. Got it for my SX20, it fit the SX30, and now fits the SX40. It is a thin plastic ring that accepts standard 58mm filters. I use it only for a circular polarizer. It was custom made by an engineer, I believe in Hawaii. It may be what became the Lensmate.
I keep it assembled with the polarizer and lens cap. The standard SX cap does not fit, so I then use a standard Canon 58mm cap. Here is is with pieces separated:
And this shows it mounted on the SX40. It travels in my SX40 case in the small filter case shown - all assembled and ready to use.
I have never experienced any vignetting with this ring.