Your Polarizing Filter is helpful in reducing reflections in surfaces, water and glass are the 2 main ones I can think off and also darkens sky shots IMO, giving greater definition with clouds.
UV Filter are clear filters, and as I understand it (get one) absorb the UV light and also help protect your lens from dust and damage.
Skylight Filters (get one as well) are a pinky colour (I think without looking) and counter the blue of the sky. The Pink in the filter along with the blue generally gives a "warmer" looking pic.
ND (Neutral density) Filter is a great filter, my favourite, and comes in different strengths. Hard to explain but a must have, I play around with a 2 and a 8, great with running water effects (the 8, longer exposures).This explains ND Filters way better than me:-
http://www.ephotozine.com/article/tips-on-using-a-neutral-density-filter-4871Then colour filters etc
Try an Orange Filter for Black and White pics, not really done a lot of B&W photography but it works apparently.
More knowledgeable peeps will correct this I hope if I'm wrong