H-Beta for sure. Look at
http://www.lumicon.com/astronomy-acc...d=1&cn=Filters
Note the O-III misses the mark completely. The UHC combines both H-Beta and O-III but you really need the narrower bandwidth of the H-Beta to have a chance at the Horsehead. You also need a bit of aperture (10-12") or a very dark sky in which case a 6" may show it but 8" and over would be better.
You should also use an eyepiece to give you a large exit pupil (low power) but you can try mid powers too.
Everything will look fairly dark, but the horsehead will look just that little bit darker. Take note of the field stars to ensure you are looking at the correct location and get your eyes well dark adapted. Turn off any notebooks (should be the norm anyway if you want to see faint objects).