None, at least that's the consensus I've come to understand from my questions around here. I have the S700 and asked similar questions.
I don't know about wide angle or macro, but I've specifically asked about teleconverter lenses and most of the responses I've gotten was the quality would degrade too much. It's already difficult to get a great shot with the limits in aperture and light getting to the sensor along with the size of the sensor with a camera such as the S700 or similar.
As for filters, the S700 lens has a 46 mm thread. I plan to get a circular polarizer filter for mine, but will probably use some sort of adapter to use a larger sized filter. I've seen at Staples, there is a circular polarizer filter to fit the Canon Rebel line of cameras lenses that is 52 mm maybe? You would have to get a 46-52 mm adapter.
Ritz Camera does have filters you can order online for 46 mm thread. I don't know the quality of them though.
I have decided a while ago though, from thoughts on this forum that I won't bother with a teleconverter lens. I don't do much wide angle, but I did find the limits of our 38 mm wide angle when I wanted a shot of everyone at our picnic this past weekend. I had to zoom out with my feet and was nearly standing in the pine trees
