I noticed at the portrait evening ( the one with the naff background) that there are a number of people happily shooting away with their expensive SLR cameras and lenses, without a filter on the end.
Filters are relatively cheep, they screw into the end of your lens and, if nothing else, they protect the end element of your lens from getting dirty and scratched.
One members lens had several finger prints on it. Filters protect from this too.
Where they become RELATIVELY cheep is that you can clean these filters with everything from specialist lens cleaning fluid, to your tie.
If you scratch a filter, or even break one, it's MUCH cheeper to replace than your precious lens.
Basic filters include, lens protection, 1A,(daylight), UV (Daylight for B&W images). There is a vast number of filters available to modify the light, but I'm concentrating on the filters designed to protect your lens .
Basic filters are colouless and do not effect the exposure.
Hoya, B+W, Kood, and even Jessops are good examples, (I think Jessops are still Kood, which are about the cheepest).
They cost from about a fiver, upto anything you are willing to pay, and are well worth it to protect the end of your lens.