A circular polarizer (CPOL) is your go-to filter for reducing reflections on non-metallic surfaces, enhancing contrast and saturation in a scene, etc. For bright light, neutral density filters (ND) will reduce the amount of light coming through the lens without affecting the colour of the image (hence "neutral"). Filters aren't cheap however. A bad filter is worse than none at all; good filters are Heliopan, Lee, Singh-Ray and B+W, decent filters are Hoya and Tiffen (in their multi-coated versions). Buy the filters to fit the largest lens you have and then use reducing rings to mount them on other lenses.