There are different schools of thought on various filters.
1) UV or skylight filters. Unnecessary. It's just another piece of glass that adds refraction. Protection? That's what the lens cap is for.
2) Polarizers. Hoya, Nikon and Heliopan make high quality polarizers. I own one Hoya and one Heliopan. The ultra thin Helio is really nice. Tiffens and B&W have thicker mounts, which can cause vignetting with very wide lenses and Tiffens are uncoated.
3) Neutral densities and Grads - Here's where opinions vary greatly. I picked up a Hoya 2 stop ND. This is to get the exposure within the flash sync limitations of the D100.
I have and use the plastic, overly expensive Sing-Ray grads (3 stop hard and 2 stop soft). Although the same thing can be done in Photoshop, I still prefer to use them. The fit on the Cokin P system, which I've abandoned altogether. I just hand hold the damn things.
Avoid the cheapy plastic Cokin filters.
B&W makes expensive plastic grads. Tiffen makes nice expensive glass grads.
Some suspect that Hoya makes filters for Nikon. Could be. They are virtually identical. No matter what, it is unnecessary to buy Nikon filters. Hoya, B&W and Heliopan offerings are the way to go. Avoid filters that say, "Jim Bob's Camera Store".