I use four types of filter:
a) general front element protection - Hoya HD Digital SMC Protector(NC) or UV(0) - really only use UV in bright sun - I prefer this filter to the Nikon or the Hoya Pro 1 - because of the narrower profile, its made from hardened glass and it is multi-coated on both sides (not just the rear surface,which not just water-proof to repel water spots but also hardened to be scratch and stain resistant.
b) Hoya HD circular polariser - I swapped my Hoya Pro1 CPL for it, simply because of the reduced light loss and narrower profile. Which at 1.1 stops is 0.6 stops less than the Pro1 and even more so than some others. My preference is to only have 1 filter on the lens at any time in normal use so I swap out the protector when I use this - if I can. SEE reviews of the HD-CP at http:*Link Removed*
c) I carry a 77mm ND0.9 to allow me to shoot wide open in bright sun.
d) For landscape work - I use the 4"/100mm Lee filter system and a full set of ND, ND-GH and ND-GS filters and the Lee 105 mm Circ pol. I have had some great results with this setup. An example can be seen at:
http://www.flickr.com/photos/ajm057/5182947204/
I have also used/tried Lee's colored grad filters, but giver the poor results I achieved I have decided to make the colour changes these offer in photoshop rather than at the time of shooting. Good and bad examples can be seen at:
http://www.flickr.com/photos/ajm057/sets/72157624661878998/