Virtually all my lenses have UV filters on them. These are more a legacy from a decade ago when I started to add them to reduce the amount of cleaning I needed to do on the front lens elements. And whilst they're on my lenses they are removed before I take any photos as they are for me just a source to protect the lens. I prefer to use no filters whenever possible and only ever use the UV filters if I was at a location like a desert or beach where the blasting of sand/salt is present. Other than that they don't get used. I don't have them on all my lenses these days as I've chosen not to buy them for my D-FA* 70-200 & D-FA 150-450. I will get one for the super-tele sometime as this is the lens I would be using to capture surfers and therefore expect to be met with salt spray eventually.
I have several CPL to fit lenses ranging from wide angle to telephoto. I don't always use them though, especially considering the uneven skies they can create on a wide angle lens. However they can be particularly useful too so I'd recommend having them available for landscapes/cityscapes/seascapes. If you live near a lake or river, or even a coast with still water at times, the ability to remove reflections can take a good photo to a whole new level. Oh, and the extra stop of light they remove can at times be useful too. Having spoken in positive terms about CPL filters, I have a Hoya Pro CPL for my Zeiss 21mm and I've never really been satisfied with it on that lens. I also picked up a blue/gold CPL though to be honest I don't really use it. It's an interesting tool though for me it's not worth the money as I don't expect to use it much if ever again at all.
I have a range of ND filters including three different stop levels of ND grads, I have a reverse ND grad and two versions of extra dark ND filters at 9 stops and 10 stops.
The ND grads I have are soft ND grads and can be useful to balance out the sky and foreground more effectively at the time of capture. They aren't always the best for the job but it can mean getting the capture first time in camera without needing to bracket frames and combining in PP. As some scenes exceed the DR of the sensor they can be useful but they will also darken anything that extends up into the graduated dark section of the filter that might detract from the capture by making the filter use obvious (eg the top half of a building is darker than the bottom). In those circumstances you would fix the image in post in which case bracketing and combining in post may be a simpler approach to capturing the scene. My ND Grads are Cokin square P Mount plastic filters, they're cheap, easy to scratch and have a horrible colour caste to fix in post.
The reverse ND grad is a filter that is clear at the bottom that feathers to a dark section from the middle to top third then feathers back to clear at the top. The filter is useful for sunrise/sunset images where the scene is lightest at the horizon. It's very effective for those times but of little use in any other circumstance. Mine came from Singh Ray, is a 3 stop reverse ND grad and was not cheap. I regularly used this filter when I lived near the coast a couple of years ago.
I have two 9 stop Hoya ND400 filters (58mm and 77mm) & one 10 stop B&W ND10 filter (49mm). I like using these filters when water and/or cloud will be present in a scene. They can also be fun with street scenes to blur the movement of people & vehicles during the daytime. Again these are one trick ponies, but I do like what they allow you to create, though they also have their own colour castes to deal with (an easy fix in post). I find that Live view is particularly handy when using this type of filter as the viewfinder is usually too dark to properly compose a scene. I also recommend you ensure the viewfinder blank that came with your camera is used to avoid any light leaking in through the viewfinder. There are 15 stop filters around these days that I'd like to play with as well as some ND 3 and 4 stop but these still all remain on my wish list for now.
I plan on adding a filter system to my D-FA 15-30 though all the options are quite expensive so I'm not rushing into that. I'm also of the opinion that if I can find a single filter solution that will allow the use of CPL, ND grad, reverse ND grad and 10 stop filters then I could simplify my set up. Even this approach would require multiple lens adaptors so it may remain an idea only. Overall I use filters less than I used to, but I always have them with me so I can use them if I think they will add to what I'm trying to capture/create. And yes I intend to get more if/when possible.
Whichever way you go I'd recommend you consider how to reduce the total number of filters by using step down rings and finding a good pouch that allows safe storage to avoid scratches and excessive cleaning like these:
Filter Cases - camera lens filter pocket pouch wallet | MindShift Gear
Beyond that lets hope we get some example images of how some people have captured a scene with wide DR without filters. I'm always keen to learn more when people are prepared to share more than an opinion. For example, here's what the Northrup's have to say about replacing filters with PP:
Tas