A filter is very unlikely to do what you want. You will see a contrast improvement with a better lens. Most filters actually reduce the contrast in an image and make them look worse (see
http://www.kenandchristine.com/gallery/1054387_ucZqa/1). For instance, a $20 uncoated UV filter will make things worse, a $100 multicoated UV filter gets you back close to where you are now, but the from lens element is protected from dust and water (this is not a huge benefit btw see
http://www.lensrentals.com/news/2008.10.30/front-element-scratches).
Are you shooting jpg or raw? Inside or outside? Canons are notorious for picking the wrong white balance when shooting inside which throws the colors way off. Try lighting with just incandescant lights and turning the WB to incandescant on your camera. If your monitor is not calibrated, it can really mess up the colors you see too.
In some situations (such as shooting a horizon), a grad filter as doylem suggested allow you to properly expose both the land and sky, but that doesn't sound like what you are looking for yet.
A ND filter allows you to slow down your shutter speed to make water look magical or remove moving objects from a picture.
Back in the day, many people would use a sky filter for a hint of color, but that is easy to replicate digitally now.
Ultimately though, there is no filter that just improves the color in your pictures.
EDIT: As shown above, CPL can improve certain pictures.
