Some slim filters will allow the use of the standard cap, others won't. For example the B+W slim CPLs require you to use a push-on plastic cap (which is included with the filter) because it does not have threads on the front for the standard lens cap to grab on. The Nikon CPL though I think is also slim but allows for the use of the standard cap.
I would not recommend the slim B+W polarizers as the slip-on cap falls off too easily. I know two people who bought them and both had problems with this. I think the quality of the B+W filters are great and I own the standard thickness one but would not buy the slim one.
Re: putting a filter on, I bought a UV filter for protection of my 18-200 when I first bought it. I spent money for a good quality one, and after doing image tests with the filter on/off I can't see a difference. I actually would take the UV filter off the 18-200 more often but the honest truth is that I don't have a good place to put it (the box it came in does not serve well as a "field case" like the B+W filters have). That said, however, I did not buy a protective filter for my Nikon 12-24 wide angle lens. The lens cap and hood both provide ample protection of the front element. If I were to buy another lens in the future, I would probably not purchase a protective filter for that either.
Also, a note about stacking filters. Unless there is no choice (for example you want to shoot with a polarizer and a grad ND), never stack filters. Vignetting issues aside, more glass on the front equals more reflections and flare. If you have a protective filter for your lens and want to shoot with a polarizer, take the UV off and put the polarizer on.