A full article is coming soon on filters but here is a taster!
There are basically 4 types of filters

Graduated Filters (GRADS)
Neutral Density Filter (ND)
Polarising Filters
Coloured Filters
We will have a quick look at the basics of what is on the surface a very complex aspect of photography but in reality is quite simple.
It may be better to view the filters based on what they do rather than what they are!
Increase you Exposure time If you cant achieve a long enough exposure time to create the image you want and you have exhausted the settings and options in the camera what can you do? - Simple - fit a Neutral Density (ND) filter. This is a dark piece of glass or polymer that reduces the light into the lens and allow you to increase exposure time. Answer: To get longer shutter speeds use and ND filter
Decrease the Dynamic range of the image You may find your histogram is full from left to right and you either have blown highlights or very dark shadows. How can you reduce thee dynamic range when the sky is bright and the land is dark. - Simple - fit a Graduated (GRAD) filter These are dark at the top and light at the bottom, so by simply positioning this in front of the lens you can darken the bright sky and reduce the dynamic range of the image. Answer: To darken the sky fit a graduated filter
Remove Glare or Reflections Glare from a lake or reflections from a car can be removed or reduced. - Simple - fit a Polarising filter This will reduce scattered light and will eliminated reflections on water. It will also boost colours. This is the most difficult of the lenses to use Answer: To remove glare use a polarising filter
Impact the way different colours look in a Monochrome images You may want to make a blues sky appear darker or the green trees to appear lighter in your black and white image. - Simple - fit a Coloured filter and this will darken the tonal range of a given colour Different coloured filers will lighten or darken the tonal range of another colour and can add drama to a standard image Answer: Use coloured filters
Full article will be coming soon on filtration
Lee Filters
Lee Holder
Lee Hard Grads
Lee Soft Grads
Lee Big stopper Filter
Lee Little Stopper Filter
Lee ND Filters
Lee Polarising filter
Great advice Ian and article summary offers an easier way to understand use of physical filters. Now that adding and editing some filter effects ‘in post’ (Lightroom, Photoshop, etc.), it will also be interesting to understand when best to use a real filter, vs. when it’s OK to do it ‘in post’.