Photographic filters come in a multitude of colors and special FX. But, to use them, one has to know when and why. You can't just take a filter and expect it to give the same effect you see while looking through them with your eyes, nor will it automatically improve an image in the way you hope it will.
Types of filters include:
There are many types and styles of filters, far too many to list here, and new ones are always being made.
Basically, the UV Haze and Skylight filters cut down on the excess UV light that you can't see, but the film does. The main added benefit of using these types of filters is to protect your front lens element from dust, grimes, wear and tear, etc. It is much less costly to replace a worn or broken filter, than it is the front lens element of your camera.
Filters for Black and White images will darken complimentary colors, and lighten colors that are close in hue to the filter's color. Yellow, for example, will darken a blue sky and lighten the clouds. Red will darken foliage, while green will lighten it.
Polarizing filters will help to cut down on glare if you're shooting though glass. But outdoors in bright sunlight, they will add dramatic contrast to your photo. They are mounted on a rotating ring, which you can rotate around until you block off some of the light you want to eliminate. The conditions they work under best is when the sun is at a right angle to your subject. They will darken the cyan in the sky, and help to bring out contrast in your image. They come in two types, linear and circular. The kind to get depends on your camera's light sensing elements for exposure. Usually, in the newer cameras, you will need a circular type so as to not throw off the exposure of the scene.
Color conversion and light balancing are used to correct for scenes that have a different color temperature of light than from the standard 5500º K for sunlight. If your camera has an automatic white balance, you may not need one of those. But, if you find your images are coming out with a color cast to them, such as a bit red when taking an image indoors without flash, or a bit green under fluorescent light, you'll need a filter to correct for this.
Special FX filters can enhance many images. There are gradient styles that fade from one color to another, center spot styles that blur around a central spot in the image, while keeping that central spot in focus, ones that create multiple 'mirror' images of your subject, and many more are available.
If you want to learn more about filters and how to use all that's available, I suggest that you visit your local photography store, and pick up a book on using filters, or some of the filter brochures.
Visit these place to see what's available and learn more about how to use filters: