Even the best filters reduce your lens's resolving power. I can't find the source any longer, but my recollection was that it's on the order of 15lp/mm. If you shoot in places where the front lens element might be exposed to salt water or sand, then a filter may be advantageous in those situations, though I'd generally go with a multi-coated clear filter personally, rather than a UV filter. My favorites are B+W, but I don't currently carry any with my digital kit, as I think the negative affects are more visible on digital than they were on film- but I shoot with a D2x and D3x, both of which are high enough resolution sensors that they can challenge some lenses.
For straight ND filters, I prefer to use the 100cm square gels and a holder rather than the screw-on ones- it's easier to stack the filters and one filter and holder covers pretty-much any lens you'd put an ND on, the Lee Gelsnap works for me, with an additonal ND4.00 from Kodak (13 1/3 stops)- they now hide that filter in the Cinema collection.
Paul