There are cheap filters ranging from $10 to even the expensive ones over Hundres. The expensive ones are generally the better UV filter, which don't degrade your image quality much unlike the cheap filters.
You should look for UV filter for general use on your lens, they serves as a protection for your lens. I don't use them though, had some flares issue in the past, i find them unnecessary, a lens hood is good enough to protect your lens
Filters are not universal fit, they have different thread sizes.
Your lens cap should be able to work after installation of filters, don't worry.
To learn more about filter, you can click on the wiki link below:
http://en.wikipedia.org/wiki/Photographic_filter