UV is almost a must for me, just for safety. I would check out polarizers, neutral density's, and if you want something fun to play with maybe a graduated ND. It's an ND filter that only has half of the filter dark. It allows you to make a certain part of the frame darker than everywhere else. Here's a picture I took with one.
You can see how the foreground is really dark, if you're into shooting landscapes it can be cool to have.