A polarising filter is used to block out polarised light. This is useful for two main purposes: (a) to make the sky appear more "blue" by removing atmospheric scatter; and (b) to remove unwanted reflections by reducing specular reflections (which tend to be polarised). However, because polarising filters block out certain parts of light waves, they reduce the overall intensity of the light entering the lens, hence the 1-2 stop decrease.
Use the polariser only when you need it to achieve the above effects. As for the UV filter, you can pretty much leave it on your lens all the time as a protective element, since good UV filters will pretty much not change the light entering the lens at all.
