spending alot of money on filters is a personal pref, however more expensive filters do work better and are built better
a UV Haze filter or a clear glass filter is nothing more then a lens protector, they do almost nothing to the image and image quality but protect the front element of the lens, this is important is you happen to be shooting in the rain or at a beach, they also protect then from being banged when say hanging at your shoulder
i have a UV or clear glass filter for each of my lenses
the other filters i have are more specialized and are used for certain things
i have a Blue, red, Yellow, Green filters for B&W film photography, they simply changes the contrast in the image and make certain tones stronger
I have a Circ Polarizer, reduces glare and will make Blues stronger
i have a Infa-red filter a
Hoya R72 which i use for IR photo on my D70
i also have a 4 stop and a 8 stop Neutral density filter, these are great when shooting in really bright situations, like snow, when you want to cut the ammnt of light, they also work for doing longer exposures in daylight so you can get that silky water effect for waterfalls and streams
you don?t need to spend a lot but i wouldn?t go the cheapest,
I use Heliopan filters myself, except for the Hoya IR one, the screw mounts are Cast Brass and the glass in them is great also, they are better then B&W IMO
i also recommend looking around for them there is a site
http://www.2filter.com/ that sells most filters for less then B&H and Adorama, ,
i got my R72 off Ebay, Brand New shipped from HK for 80$
and i just looked i have a 52mm Circ Polarizer and UV filter i need to get rid of
edit: personally i recommend getting the largest sized filter you thing you will ever need, say for example most of Nikons Pro lenses that even the biggest enthusiast will own have a 77mm filter thread, so before i got a lens with a 77mm mount i had 77mm filters and simply used a step-down ring to attach the larger filter to the smaller lens, while larger filters cost more, sometimes alot more, you end up saving it in the long run as you don?t need to rebuy filters for every lens, like Circ Polarizer, you only really need 1