Hi Johno
I've just bought an NEX-5 and have purchased UV and Polariser filters.
They both screw straight onto the lens itself and have additional thread on the front of the filter so that you can screw further filters in front of them and/or still pop the lens cap on with the filter on.
The filters are made by Hoya and Cokin and are approximately 5mm thick, so stick out from the front of the lens a little, but nothing too impractical.
It all depends on what you plan to do in terms of photography, but a UV filter removes UV light and so - apparently - makes for an overall clearer image, but I just use it as a lens protector and for that purpose it is worth it's weight in gold (it's better to scratch a cheap filter than the front element of an expensive lens).
The polariser is actually two pieces of glass that rotate independently of one another and are used to remove reflections from glass and metal objects and can also remove haze from skies and so give a richer blue to your outside images.
Other filters I would recommend are Neutral Density (ND) filters.
These are basically sunglasses for your camera. If it's too bright you can put a 1-stop, 2-stop or 3-stop 'darkening' filter in front of the lens to make it easier to take photos at a desired F-stop (remember the lower the F-stop the shallower the depth of field and so you can make the background really out of focus - a nice effect if you like it).
You can also get Neutral Density Graduated filters (ND Grads). Put simply, these have one half of the filter as clear glass and the other is a 1-stop, 2-stop, or 3-stop darkening filter. You use these if you are shooting a landscape against a bright sky and you want to lower the brightness of the sky.
They tend to be square filters, so you need to buy a screw on adaptor which attaches a small box to the front of the lens and you slip the filters into the box.
If you're buying these, be sure to get a soft edge grad (the light area blends into the dark area), otherwise there will be a dark line where the sunglass effect starts.
Cokin make a series of these and you should be able to find them online or in any decent local photographic retailer.
As for brands, it's all down to what you can afford - I live in the UK and my UV filter was £12, whereas the Polariser was £ 30. Certainly not a bank breaker, but if you don't need it then don't waste the money.
Hope this helps.
