I knew very little about choosing a filter when I first started out. This short video contains some great advice and offers some examples of when to use filters and why to use them.
There are now three types of filters you can choose from. You can get screw-on round filters specific to certain size lenses, larger square filters compatible with almost any lens, and the drop in filters that go in the lens adapters on the newer mirror less cameras. Having someone that has used them quite a bit tell you the ins and outs of some of his favorite filters is a smart thing to watch before going out and getting investing in your own.
Michael Shainblum uses neutral density filters and a circular polarizing filter in a lot of his photography, video, and time-lapse work. Find out which ones and why as he explains what his current collection of filters consists of. When it comes to the dark neutral density filters, each format has some advantages over the other while offering the same effect of being able to stretch out the time of your exposures and create some really interesting images. The polarizing filter was not something I was as familiar with so Shainblum's suggestions and positive comments about its capabilities make it something I may want to consider.
I love my 10-stop neutral density filter and try to use it whenever I can. All the filters I have used are screw on. Do you use any filters on your camera? Would you say circle or square are better?