The only filters I use are a circular polarizer (required for most of today's auto focus cameras), and a warming polarizer.
These both enhance the contrast of the photo. If you want to punch up those puffy clouds against that nice blue sky, add a polarizer. The other effect of the polarizing filter, is it reduces the reflected glare off of all non - metallic surfaces. This is especially handy for shooting into water.
The warming polarizer just adds a very slight amber colour to "warm" the appearance of the photo. I like the effect so much that I use it for many of my landscape shots.
There are many filter systems available these days, offering a plethora of enhancing, and special effect filters. Don't be afraid to experiment with them but, be aware that with nature photography, you don't want the photograph to appear "fake" or obvious.