from my personal experience, my advice is to settle on the lens you want to use for long term before getting a lot of filters.... cos the 52mm size will not fit when you want to upgrade your lens just get the filter you need for the time being
I think more than half of the time most of the filters there are going to sit in your home. How often you will use them and some of the effects of the colour filter can be done through PS. More practical to get the Graduated ND, IR or Polarizer filters.
Agree with istDeS, the three types of filters you need would be IR, Polarizer and GND, most of the other types of filters especially the colour type can be PSed out.
There are other filters which cannot be PSed out, but those are so obscure in their usage that you'd probably never use them, or use them once and decide that they are not suitable - e.g. star filters, fog filters, blah. =)
Used to buy and try all kinds of filters, but now I only use those hoya/kenko DMC digital protectors - for protection only It's fun to play some of those filters, but when I'm out in the field, just seldom use them.