Hi Tim,
Me, I would say an OIII is a good starting point. I've got a GSO 1.25" OIII filter, it's great!
DGM also make an OIII filter under their house brand of "Omega Optical". Do an ebay search for "OIII filter Omega Optical" and widen your search for worldwide. I've just bought their 2" OIII filter, at a very good price of around $114 posted,

. You'd be hard pressed to find another OIII 2" filter in Oz for that price.
UHC & NPB filters are a little more specialised, in that they help in seeing particulary faint nebulae, such as the Horsehead nebula. BUT, really only at a dark site. I've considered the NPB, but I'm happy to hold off on the purchase. The OIII is fine for my needs.
Maybe there is someone near you that can lend you an OIII filter to see one in action before you buy.