I got this kit which has 3 filters, a Circular Polarizer, a UV filter, and a Florescent filter. So, let's look at what each of them and talk about their usefulness.1. Circular Polarizer
Great for outdoor photography. It can make colors appear richer and darker. This works particularly well for taking normal blue skies and making them look amazing (See the example below). It also works great on water by reducing reflections (so you can see past the surface on a bright day). And, similarly, it reduces glares off of other surfaces like foliage. For a much more in depth explanation than I can provide, check out this site, which has a great explanation. This site has a good explanation with an interactive application that allows you to see what a polarizing filter does. In particular, check out what it does to the bird on the water.
An example of what the CPL filter can do to a sky. The picture on the top has no filter, the picture on the bottom has the CPL filter.
Notice how the lower sky is almost white without a filter, but is clearly blue in the one with it.
One word of warning on CPL filters, they aren't generally good for using indoors as it does reduce the amount of light coming in, making pictures darker. There may be creative ways to use it, but I haven't played around with this yet.
2. Ultraviolet Filter
The original purpose of these filters is no longer necessary. The only real use for this type of filter with a Digital Camera is to protect the lense. Which, isn't a bad idea. Think about it, a lense costs $100 to $1000 dollars (or more). A UV filter is less than $30. Let it take the scratches and then toss it out and get a new one.
3. Flourescent Filter
Again, this filter is completely uneccessary today. It used to be used with film cameras allowing for film designed to be used in natural light to be used under flourescent light. On a Digital 
Camera, you can just adjust the white balance on the camera and get the same effect. I have found that this filter does have a pink tint to it and could be used to make for some interesting colors in your pictures. The picture on top has no filter, and the bottom picture has the FLD filter. Notice the pink hue with the FLD filter.
Camera, you can just adjust the white balance on the camera and get the same effect. I have found that this filter does have a pink tint to it and could be used to make for some interesting colors in your pictures. The picture on top has no filter, and the bottom picture has the FLD filter. Notice the pink hue with the FLD filter. 
So, those are the filters I've been able to play with. I'm still wanting to try a couple of the color correction filters, and an IR filter. I'll post on those if/when I get to use them.
In conclusion, it's not bad to have a UV filter to protect your lenses and a CPL filter is a must have for outdoor photographers.
