Hi Andrew,
Filters can be very helpful to tease out detail, but there is always a price to pay. As filters work by selectively cutting out all but specific wavelengths of light, this can work to kill of the starlight continuum, and in many instances kill dead the very things we want to see - which is why nebula filters of all types are no good for galaxies*.
But, armed with this knowledge, you can use filters to good effect. From urban skies, the right filter will be very useful for specific objects, like nebulae, as they glow at very specific wavelengths. But there are limits. Light pollution can be greatly reduced and how effectively depends on the filter type. OIII and general purpose nebula filters I find most effective under urban skies, as can UHC type. Hydrogen beta is no good as the overall amount of light pollution is just too overwhelming.
Have a read through the following filter spec article. It is very good at describing the strengths of the many filter types, not just nebula, but also comet and colour filters. It will go a long way to informing you about what filter does what so you can make the best choice for you:
http://www.lumicon.com/store/pg/15-L...a-Filters.aspx
If you understand for yourself what these filters actually do, it will be better than just having someone rattling off "get this filter or that". It is not confusing, just a little involved - like everything in astro.
Now, expensive brand or inexpensive??? Hard to tell. Some people only ever go with expensive. Others are happy to go with close enough in performance for a better price. But, price
can have little to do with it. Many, many different brands get their filters made in one of a handful of companies, so in many instances you are getting the same filter at a range of prices from high to bargain. And it is exactly the same filter!!!! Ian offers some excellent filters in this way!
This is not to say that some brands are not justified to be more pricey as these companies can insist on more stringent quality controls and specifications on the filters made for them, and this costs more money to produce. Photo filters can certainly merit this quality control. For visual, I have my doubts, but this does not mean any old thing will do!
AND, there are also some actual manufacturers who because of the facilities they have, have created some very specialized, individual and unique filters that they market under their own house brand or subsidiary. Some of these filters are hybrids of two. Their overall performance is not exactly the same as filters of the individual types, but these hybrids are a good compromise between having two separate filters or just the one. I have one of these hybrid filters, and man, I love it!!! It is the filter I most use. But, if I am chasing a very specific thing, like a tiny, tiny planetary nebula that I am looking for using the 'blinking technique', than I need to use a dedicated OIII filter, not this hybrid. Horses for courses.
* Here I mentioned filters are no good for galaxies. True, but there is one thing that a filter can do with galaxies, and that is help reveal the OIII and H beta regions in the closer galaxies, like in M33. But this requires some aperture grunt and dark skies. Filters won't show the arms or other details in galaxies as galaxies glow in the entire spectrum, not one specific wavelength.
Mental.