This is the camera I use, and I'm very fond of it. It's expensive (about $700), but you have much more control than you have with a standard digital camera (over focus, exposure, etc.). I think it's also much better than more expensive models, because it is relatively lightweight.
The only drawback that novice users might be uncomfortable with is that you have to look through the viewfinder to shoot--since it is a "real" SLR camera. (No preview on the screen like in standard digital cameras.)
I also use my BlackBerry cellphone camera for on-the-fly shots where my Canon is too intrusive.
I don't use any filters. I figure that anything that can be done with a filter can be done in Photoshop (actually Corel Paintshop Pro). Filters also tend to muddy the scene.