Welcome to the club!
I can give you some recommendations on lenses, at least:
--Filters: I like Hoya Pro1 Digital for my lenses with larger filter diameters. Unfortunately, they don't make them in the 49mm size that I use on my primes, so I use the standard Hoya Multicoated (HMC) filters on those. Don't let the prices on the Pro1 Digital filters scare you off--check Fleabay and you'll find some better deals on those.
Lenses:
Since you said that you're interested in macro, I would recommend the DFA100 macro, which does both macro and short tele well. It also plays nicely with teleconverters if you need more reach. If you are willing to save up the extra money, it would definitely be worth your while to pick up a DA55-300 for your telephoto zoom; the 50-200 isn't a bad lens at all, but the 55-300 is a more modern design that came out shortly after the K20 did last year.
HTH,
Heather