Lens Cap. Seriously. Much better at protecting a lens than a UV filter. I once thought a UV filter saved my lens, then realized that it had merely shattered from a side impact compressing the metal ring (lens was a cheap-o plastic deal on a cheap-o plastic body). Since then, having read that cheap UV filters are uncoated and add flare, I have trained myself to better protect my newer, more expensive camera by using the lens cap, the nice padded case, or by hanging it around my neck, where I've become habitually very protective of it (people laugh at me sometimes, but it's my money, not theirs).
I do have a somewhat pricey multicoated 2A UV filter since film is sensitive to UV and adds haze that the eye didn't see; but to tell the truth, I never notice much difference. I don't know whether Digital is affected the same way Film is. If I were to go back and do it again, I wouldn't bother, instead sending the money into my lens fund.
So, lens cap first, and second, polarizer or #25 red (for that high BW contrast, gotta love it!).