The real answer is: It depends. I am assuming you have an SLR type camera if you are asking this question.
First question, what type of camera do you have, and do you plan to upgrade anywhere in the near future. Some cameras will find flaws in a lens and anything that will attach to it and others don’t have that good a resolution – despite megapixels
What lens does the camera have? Is it the kit lens that often comes with the purchase? Is the mount ring on the back of the lens (where it mounts to the camera) made out of metal or plastic? The plastic mount ‘kit’ lens are not as good as the metal backed. In fact, even the optics on the kit lens are often plastic.
That said, if the camera has good resolution and lens.. you should be prepared to pay money on the filter. You will generally need to go with a multicoated filter. Non coated filters will create internal reflection in the glass that will often resolve to 2 to 3 pixels wide in a 10Mpixel APSC sensor camera – softening the image. If you have the plastic backed ‘kit’ lens and don’t plan to upgrade, there is no point in getting a multicoated filter. The lens is not sharp enough to really make a difference.
For multicoated, I tend to look at Hoya, B&W, Sigma, Heliopan. Tiffen makes multicoated filters but they are not quite a good as the 4 I listed and they charge significantly more for them. The filters from camera manufacturers tend to be more expensive for the same quality than these 4. In terms of getting them, I would tend to mail order from B&H Photo Video or Adorama.