I've just ordered some colour filters from Andrews, the 1.25" ones. 5 for $40. (#12, 21, 23A, 56, 80A)
From what I've heard and read, some colours can enhance some detail on some planets. For example, some colours are claimed to bring out the cloud bands on Jupiter more.
Others say that they see no difference with or without them and that they're a waste of money. I guess i'll find out when I receive them.
For DSO observing, you might want to look at a UHC or OIII filter -
I started a thread a while back which has a fair bit of info in it.. might answer your questions about those.