Good answers all around!
here's my 2¢:
OK, maybe 75¢.
If you invest in great lenses, take the time to filter them with quality glass and quality adapters. This can mean adapting lenses to filters as already advised.
Of course, the best case scenario is to buy great filters for each of the thread sizes you would need to cover all your lenses
that need to be filtered. I only filter my wides and occasionally teles when used in demanding conditions. I ONLY polarize when the subject will greatly improve with the effect, never just casually for increased contrast.
For the most part, I try to use the original manufacturer's lens shades at all times. But for casual street work, or when there is little chance of unwanted light reaching the lens element, I'm less concerned about shading, and this is the case for my new Fuji X-T1.
When a filter per lens size is financially unpractical, try at least to get a Thin Polarizer for your widest lens if the lens shade will still fit and the filter is reachable to turn properly. After that, you may not always need to shade a polarized lens as the strongest polarizing effect happens when the lens is pointed at 90º to the sun or light source, almost negating the need to shade from light. But i like them for general protection whenever feasible.
OK, so I bought a Fuji X-T1 system, and the lenses' filter threads range from 39, 58, 62 and 72. I was not exactly happy about this, but here's what i did and it worked very well.
Amazon sells many different cheap-to-not-so cheap step UP rings, and the off-brand ones that are well made for under $20 are Fotodiox. I bought both a Tiffen (and the Fotodiox for half the price) and I could see nor feel any difference when threading and un-threading them.
I recommend using single step-ups on any lens, never stacking them for two reasons: Stacking invites trouble as the thin rings bind together. it also increases the chance of vignetting on some of the wider focal length lenses. Ironically, on a small prime lens, stacking a cone of step-up rings can actually become a lens shade, but I don't recommended it unless you can be sure to grab only the one attached to the lens when unmounting.
Before using them in the field, practice using them at home with an air blower handy in case of any particles, which is expected from a threaded Anodized ring. (Older brass step-up by Heliopan are rare and expensive, but amazingly well made). Once you have broken in your rings, you can tie them together with a velcro strip or stack them loosely into a pouch or Ziplock.
Buy a lens
filter wrench or two, as this can really help if you get a stuck filter ring. Buy a metal wrench if available, as the plastic ones rarely last unless made of Delrin or something less brittle than the common cheap stuff.
I already own a 67 and a 77 CPL by B+W for my Canon system,
So, For my Fuji lenses I bought:
For my 14mm and 18-55mm = 58-67 ring
For my 55-200 = 62-67 ring
For my 10-24 = 72-77 ring
Of course this limits the use of lens shades unless you can find threaded ones that won't vignette.
I don't plan on polarizing my 27mm pancake lens (39mm threads), as it's for casual street shooting only.
You probably have heard this but I'll add it here to reiterate: Buy the best filters you can, as there is no sense putting crappy glass in front of great glass. I stick to the higher-end German/Japanese-made pro filters, and their coatings seem pretty bombproof around salt, mist and grit. I never use a lens cloth on them without blowing them off first.
~ Dave
David Julian : Freelance Photographer, Author and Educator
http://davidjulian.com/BLOG "Notes From a Creative Soul"