Hi Jason,
There is a very good site that gives the rundown on filters:
Lumicon filters
But in a nutshell here are some pointers on
visual filters:
In a light polluted enviroment, an OIII (Oxygen III) filter is your best friend. However, these are only really good for nebulae. Galaxies glow across the entire spectrum of light, so an OIII filter won't help you here. What an OIII will do in a dark site with a galaxy is help show those nebulous areas within the galaxy. The catch here though is that these regions are really on visible in relatively close (large in the scope) galaxies. A big aperture is another big help too.
A TRUE UHC (Ultra High Contrast) filter is very good at a
dark site to increase contrast with nebulae. What these will also do is help reveal particularly dark nebulae, like the Horsehead. UHC filters are also nebula filters, so no good for galaxies.
I only have an OIII filter in my kit. While an UHC filter has its place, I am quite happy with what an OIII gives me. Particularly from my home in Sydney.
Colour filters are very good with helping reveal particular features on the planets. One note of caution, I suggest you look very carefully at the colour filter selection chart from the Lumicon site, and then only choose two, three and no more than four colours for visual. Unless you are a hard-core planetary observer, you really won't get very much use out of these.
BUT,
before laying your money down, I strongly suggest you try to get to a star party and see these various filters in action. This will really help make sense of a lot of the jargon and applications of these bits of gear. You can do a lot of money on these for very little return.
I'll leave the filter selection with imaging for other more qualified members. I can offer nothing in that field.
Mental.