The ND2 does virtually nothing for cutting the light, but I didn't
know the ND scale well when I got it. It's pretty much like a UV
filter that absorbs 1/1000000 of an F stop. The ND4 takes up a bit
more light; significant enough for most people, but not enough for
my uses (getting full-daylight pan actions). I've got an ND8 on
order, which will actually cut a significant enough amount of light
(I hope!) to actually be useful. If you want to cut F-stops, get
one - I know how the 1/800th limit (or higher in program mode,
which isn't aperature priority) can hurt when you want a shallow
depth of field in bright light, so an ND8 really could be useful
for that. Or slow the shutter speeds, like for daylight pan-action
or motion blur - if any of this sounds appealing to you, throw
together $13 bucks and grab one from Cameragear.com .
IR - this is one I've got in reserves until I really understand my
camera in the "normal world" (oh, and the check book goes into the
positives a bit

. My uzi-friend and I have thought about the
possibilities, and have some ideas for stuff we'll do when we get
the filters, but not for a while.
If you havn't noticed, I use Hoya filters exclusively. I'm an
all-or-nothin' guy, and I looked for one brand that made good,
inexpencive filters before I even got my camera, and Hoya seemed to
be the choice. All but my polarizer (which could be) are
multicoated. I have yet to see any advantage of multicoated
first-hand, but I believe the people on this forum that say it's
worth it.
I have a 49-55mm step up ring, and have put it on my Uzi just for
sh'ts and giggles, and I saw no vingetting. If one 49mm filter
won't cause vingetting, I doubt something half the width (in the
possible vingetting zome) would do it.
I'd reccomend you look into teleconverters... soon. Right now,
there are two unbelievable deals for tele lenses that won't last -
first, Oly Emporium has the C-210 for $39.99, and second, (here's
the world exclusive), there are several TCON-14s on ebay right now
for "buy it now" $19.99 plus $1.99 shipping. They are listed as
"Olympus 1.45x Tele Converter Lens for Dig" (or something very
close) and have the wrong picture for the lens, but the nice little
tele lense I've got sitting in my bag from the same auction a week
ago is definately a TCON-14.