Clear or UV filters should be mostly the same. Even window glass absorbs a great amount of UV.
A cheap filter should not be used at all (you are better off buying a Holga for the effect) while expensive filters are much better. There are, of course, situations that require some protection. I would suggest a filter if you need to wipe off the front lens while there is a lot of e.g. sand in the air, but in most cases, you are better off without one.
The general protection offered by a filter could be of use, but it has yet to been proved scientifically how much energy the filter absorbs in order to reduce the impact on the front element, and if the shards of the broken filter are able to scratch the element at impact. Remember, front elements are tougher than you think, and few situations make you grind sand all over your front element.
Some test pictures can be found here:
Billigfilter fra eBay; kan det være så farlig da? - Forum - Akam.no
(Norwegian, but the pictures speak for themselves. "Billigfilter" means "cheap filter", as in a Green-L-filter bought on eBay.)
An interesting review can be found here:
UV filters test - Introduction - Lenstip.com