I would agree with all that has been said so far. You do have to remember that filters are like any other glass, you get what you pay for, so the only suggestion I would offer is to not buy cheap ones, they can do you more harm than good, having said that good ones can be expensive, e.g., a Hoya circular polarizer will cost you upwards of $100 ± depending on the size. Also, buy glass filters as opposed to plastic ones and make sure they are coated to reduce glare.
If you tell us what lenses you have and their diameters, then we can probably offer more suggestions as to what you might want to acquire.
The suggestion to buy the largest one you need and then buy step up/down rings is a good one and is exactly what I did. It is definitely a lot less expensive than buying a circular polarizer or neutral density filter for each lens. HTH.
Cheers,
WesternGuy