What filters should I invest in for D80?

I have a D80 with 18-200mm VR lens and I'm wondeirng what filters I should start looking at. With my previous lens, I just kept a UV filter on all the time for "protection".

However, from some feedback from pics, people have been suggesting Neutral Density, White/Gray, Polarzing.

I'm not experienced not yet to know when I should be using a filter, which one and what effect it will have on my pic. I also don't plan to buy brand new filters, I'll probably buy them used since they are quite expensive.

Any help/tips would be greatly appreciated.