Unless you're shooting in less than decent conditions (rain, wind, sand, and dust), a "protective" filter is a little pointless. If your lens hits the ground, there's a good chance something inside or the barrel will break before the front element.
That being said, a uv filter is usually to protect film from uv radiation and has no tint. The sky/haze filter is tinted to reduce blues (don't quote me on this though. I don't have that info right in front of me). Hertz might be able to shed more light on practical/historical use.
You can correct using white balance and you should shoot in RAW to give yourself the best options for this later on. When it gets windy, I use a uv filter to make clean up a little easier. And during night shots, I take it off to ensure I don't get flare when shooting the moon.
If you think it makes a difference, use it (I do). Some love it. Some hate it. It comes down to preference, really.