Your 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.
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.
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
Happy snapping