Lens Filter Holder?

Hi All:

I am about ready to start playing with lens filters for my 60D + EF-S 18-200mm lens. I have see some filter holders (if this is what you call them) which attach to the front of the lens and then various filter sheets are slid down into the holder. What is this called and what filters would you recommend initially? I currently have screw on UV and circular polarizing filters. The lens filter holder seems a more effective way to interchange filters.
Thanks for the suggestions,
Harold