I (and it seems from the photo sites) others have swung back and forth on the filter issue over the years. On the one hand, yes, they do offer some lens protection. On the other hand, its another piece of glass which may potentially reduce image quality - unless the filter is of the highest quality and multicoated it may result in slightly less contrast and increase the potential for flare.
My personal position at the moment is to go filter free (most of the time) - in all the years I have used filters I've not noticed any scratches or other damage which might have been inflicted on the lens. I do always use a lenshood though which I think provides more effective protection. Perhaps I have just been lucky, but having made a significant investment in high quality L glass, I am very reluctant to put anything else between the lens and the subject. One exception is that I try to remember to use one if shooting by the sea - I'm not keen on cleaning salt spray off the lens!
In terms of photographic benefit, technically the UV
filter can help reduce
that bluish haze you see in distant landscapes, though the effect is subtle
and really only noticable under certain conditions (mid-day sun shots). Could help a bit with contrail shots.
The skylight adds a slight warming effect to your shots which partially counteracts the blue-ish shadows which occur in high sun situations.
This sort of very subtle filtration is important primarily for slide shooters. For print shooters, any effect will be negated by the processing lab (or more correctly, over-ridden by the machine exposure/colour compensation). For digital shooters, the effect of the filter is easily (and more precisely) replicated in Photoshop.
Colin K. Work, Pixstel