I would always advocate purchasing the best filter you can afford. At the moment, my filters of choice are the Hoya HD range, but their Pro1's are also good (just not as thin a bezel).
I have experienced first hand a prime reason for having a filter on the lens when I was setting up a shot a few years ago on a lake shoreline in the USA, and a hornet (or some horrible thing!) landed right on my arm. I panicked and flinched and my arm sent my camera on tripod flying forward and landing lens face down in the sand. The filter was scratched to buggery but when I removed it the lens behind was completely unscathed! (And it was an expensive EF-S 17-55 f/2.8 IS USM too!!).
So always worth thinking about keeping a filter on the lens. I feel that so long as you spend the money on a good one, not the el-cheapo kind, that any negative effect on the photo is negligible and you won't notice.
The one exception is if shooting in the dark and there is a light source such as a car headlight or streetlight or whatever... I had an experience where I was getting 'ghosting' of the light on all my shots, and when I removed the UV filter from my lens it went away entirely. Must have been internally reflecting the light back out of the lens, then the filter bouncing it back in again...