Said I would leave but I thought I would try to help the OP in explaining what the filters did.
The most useful filters apart from a polariser are ND (neutral density) filters. They come in two main kinds. They can be screw in or more popularly slot in square designs.
1) ND filter- these are a solid block of grey and can be used to perform two major jobs, both of which it does by decreasing the amount of light getting to the sensor and therefore increasing exposure time.
The first is to allow you to shoot with very wide apertures (f1.8 and wider) at base iso in very bright sunlight. It is possible to hit the maximum shutter speed of your camera on bright days when you want to shoot wide open to get a shallow depth of field. A 2 to 3 stop ND filter is usually sufficent.
The second is to elongate your shutter speed so as to allow a sense of mevement, such as the "milky" water effect or the clouds blurred across the sky (some might say these are a bit overdone now!
). To make such an effect you need a shutter speed of usually a second (to start getting the water effects from something like a waterfall) or even longer. This is where the 10 stop versions come in. People have been known to improvise these with wielding glass.
2) ND graduated filters. These will start dark at the top and lighten as it goes down the filter. The main reason for these is to help even out the exposure betwen sky and earth. Often the sky will be much brighter and can be "blown" (lose all detail) if you expose for the ground and alternatively if you expose for the sky the ground is much too dark. By using a graduated filter you can darken the sky to bring it's exposure level to that of the ground and therefore keep the wanted exposure and detail in both. There are 3 main types of graduated ND.
Hard ND grads have a definate and "hard" line when the darker area stops. These are best for photos where the sky ends in a definate horizon and line, such as for seascapes.
Soft ND grads have a much less definate end and are therefore suited to scenes where the horizon is not a straight line, such as mountains and where you have trees and other such things sticking up into the sky.
There are also reverse ND grads which have their darkest area starting half way down the filter and then get lighter the further up you go. These are great for when you are taking a shot of the sunset and the area just above the horizon is the brightest part of the sky.
If you want to get filters I would go for either hitech or lee and start off with a holder (if you plan to shoot wide get one of the wide holders as the normal ones may vignette) and go for a Soft ND grad 0.3 (1 stop) and 0.6 (2 stop) as well as a hard ND grad 0.6 as well. I would leave a 10 stop at present as they are pricey and quite frankly the effect is becoming old hat (IMHO). I would then add to it from there. I would also get the best circular polariser I could afford that worked with the kit.
And as to those going on about people recommending doing it all in PP, read what I posted before getting your knickers in a twist. I said get a CP and try some stuff in PP. Once you know how you shoot then you get the other filters! This place is going to the dogs really.
(Ps please feel free to update/correct the techy bits about filters.)
