Good filters - $100+
Bad filters - $11
Generally speaking you want to use good filters - if you use the cheap lowgrade ones they will lead to a more noticable degradation of your image quality from your lenses. If you use higher grade ones the problem will be far less to unnoticable.
One trick is to get filters for the largest lens you have (the lens with the largest filter thread size) and then get steppingrings so that you can fit that filter onto your smaller thread sized lenses. This way you only need one filter (of a type) but it cna cover a range of lenses.
In addition ND Grad type filters are not good to buy if they are the screw in kind (those that are circular and screw into the lens). Instead you want to look at a filter holding setup like Cokin (sp). These hold the filters (which are square) in a holder - the advantage of these with the ND Grads is that it means the point of graduation can be set by yourself, rather than having that line always in the dead centre of the image (which is where it is and always is with a screw in type filter).
Neutral density filters and circular polarizers are fine to have as screw in types since they give an even spread of filtering over their whole surface.
As a final point some people adovate the use of UV and/or Clear glass filters for lens protection. (UV filters not being needed with modern cameras to block UV anymore since DSLRs have a UV blocking feature built in).
Essentially against impacts from stones or anything else a filter is far more likley to crack and break than the glass on the front of a lens (and if the filter cracks that broken glass can cut back and scratch your front element glass). For impact protection a lens hood actually does a lot to help prevent damage. Protection filters though do have a use if you are shooting in an environment where sticky fingers (kids); mud; satly water *the sea); sand etc... are likley to come into contact with the front of your lens and thus need quick removal via wiping - rather to wipe the cheap filter than the expensive lens. (not that you will be using a cheap filter, but that a $100 filter is cheaper than a few $100 lens.