It's important to get filters with anti-reflective coatings. B+W brand probably has the reputation as the top manufacturer of filters (at least for round "thread on" filters -- because there are square slide-in filters as well.) Hoya Pro1 are also considered very good (but Hoya makes a broad range of filter lines and it's specifically the "Pro1" that you'd want if you get Hoya brand.
Here's an image to show you WHY you want a better filter:
On the left is an inexpensive Tiffen brand filter. On the right is the B+W brand filter with with their anti-reflective coatings (MRC = multi-resistant coatings because it's more than just anti-reflective, it also has coatings that resists dirt & smudges, etc.)
I placed these filters on a piece of black card stock for a reason... notice that if you look at the filter on the left, you can visibly see that there's is a reflective glare on the filter. You cant quite see the black cardboard as "black" cardboard through the filter because quite a bit of light is reflected away from the surface of the filter and it's operating as a weak "mirror" surface.
Meanwhile if you look at the filter on the right... it practically looks like I put the filter "ring" on the cardboard but with no glass in it (I promise there is actually a glass filter in that ring). That's because the anti-reflective coatings on this filter work so well that you almost don't notice the glass.
That "anti-reflective" property is important. It means that light entering your camera lens will actually completely pass through the filter (nearly all of it) and into your camera. The filter on the left will actually reject quite a bit of light (not good).
Further, filters have a nasty side-effect of creating reflections that the camera can see from the inside of the filter. The front of your lens (the curved glass) is also just slightly reflective. If you put a glass filter in front and it's somewhat reflective, then the reflection off your LENS will then bounce forward to the flat surface of the FILTER which will then bounce back into your LENS again... and you get a "ghost" image caused by the reflections. Use high quality filters and that "ghosting" problem is minimized (if not eliminated completely.)
Even very high quality filters can cause some ghosting -- given the right circumstances. As such, I prefer to not use filters on my lens unless they are performing a necessary function (I don't have one on the lens just to have one on the lens.) I own UV filters, but I hardly ever use them. Some Canon "L" series lenses will tell you that you should add a filter to the lens to "complete" the weather seal -- so if you're shooting in an area where you expect to catch some rain or perhaps a light spray.. a filter might not be a bad idea. But on a perfectly clear day, or indoor shooting, etc. there's very little reason to have the filter.
