There are no "must have", but...
Better than a Moon filter is two polarising filters - adjust the degree of crossing to get the darkening you want. Trick - put one polarising filter on the eyepiece, put the other on the bottom of an adapter, extension tube etc. Then just rotate the eyepiece to reach the darkening you are hapy with. But some say don't use a filter for Moon viewing:-
http://www.iceinspace.com.au/forum/s...ad.php?t=28725
You just have to then live with a bright purple spot in front of your eye for many mins.
Some reading on filters:-
http://www.iceinspace.com.au/forum/s...ad.php?t=23881
http://www.myastroshop.com.au/guides/filters.asp
http://pages.sbcglobal.net/raycash/filters.htm
But, if you want to spend a few dollars, I recommend this one to look at some nebulae - particularly the Carina nebula:-
http://www.omegafiltersebuyer.com/se...ers/Categories