I use lots of filters for particular reasons, maybe near 20 different ones, but there are three of them I consider very important, and these are the ones I have for each of my lenses and carry with me always:
1. The filter that helps me protect my lens is the same I use for shooting color: a warming filter... Almost transparent but with a slight yellowish/amber tint. It's called 81A. 81 is a bit less toned, and 81B has some more tone. They absorb near one third of a stop, so I keep them on my lenses for B&W and color unless I use another filter... I think sometimes UV filters are warm. I use warming filters from Nikon, B+W, Hoya and Leitz. All work well. My favorite is the 81B by B+W. Some of us prefer color shooting with the warming filter on even under direct sun... But at least it's very important for color shooting when your subject isn't receiving direct sunlight, this is, on overcast days or in a zone in the shadows during a sunny day: without warming filter, those scenes are horribly blue... For B&W, when there's no blue open sky to use the yellow filter, I shoot with my warming filter on and keep my lenses protected.
2. The yellow filter. It's used for all B&W shots when the sky is blue: it gets rid of the blue and makes the tonal range look closer to the way we see. The blue sky, with the yellow filter, shows a natural gray, instead of the too washed or almost white look it has without filter. Yellow filters can be medium, light or dark. The most usual is the medium one, absorbing one stop of light. I have also light and dark: they're all good. I prefer the yellow filter: darkening too much the sky with orange or red filters got me bored after a few scenes. You can exaggerate sometimes, but no good as the usual thing... Those filters can sometimes darken green (grass, trees) too much, and in an unnatural way.
3. The ND (neutral density) filters. These gray filters are very important. All they do is absorb light. An ND8 absorbs 3 stops. It's also called ND 0.9 (0.3 for each stop). An ND64 absorbs 6 stops (also called ND 1.8). If you're shooting with common ISO400 film under direct sun, you might need an ND filter to be able to shoot with the lens wide open for selective close focus and background defocusing... I have an ND8 for each of my lenses. B+W is a nice brand for ND filters...
It's better to get a good brand used filter than a low priced new one.
Filters are a very important part of serious photography.
Cheers,
Juan