Another advantage to the Skylights and ND filters are the insurance they provide against impact damage. I can't tell you how many lenses I have saved by trashing the filter since I kept them on all the time.

As for the other filters ... most effects filters can't be replicated pretty good in software like Photoshop. With the advantage that you have an "undo" button if you don't like how it comes out. I rarely use any anymore.