My CP filter just showed up today, so I can't talk about the great results I've gotten with it. However, I ended up buying the Marumi based on the review from lenstip linked above. Looks like a 52mm one is <$50 on amazon.
I bought my 49mm sized one from the same outfit (Ace Photo) that is on Amazon. It was free shipping, but it took a little longer because they sent it UPS-Mail Innovations. I looked long and hard at the slim B+W Kaesemann CP filter on B&H, but couldn't justify the extra cost and loss of the front filter threads. My research told me that Kaesemann filters are really good, which made it a difficult choice.
My quick and dirty test showed a difference of about 1 1/3 stop in metering between with and without the Marumi filter, just in case you were curious.
It's probably off topic, but my hope is that I can screw in my DA 40 hood to the filter and still avoid extra Vignetting. My first test shots seem to bear this out, but we'll see what happens out in the real world
When I had my K-x/kit lens, I just used a Best Buy special circular polarizing filter. It got the job done, I think it was a rocket fish or something like that. I don't know if it degraded my image quality very much because I never really did a comparison. When I used the filter, I was happy with the resulting images.