I would recommend a Marumi filter; they are relatively cheap, but good. They're the OEM manufacturer for a few other quality brands. The problem is that they're hard to find, though I see you can now get them through Amazon.
As Guffa notes, you'll want a circular polarizing filter (abbreviated CPL) as linear polarizers are incompatible with most autofocus systems.
Other good brands include B&W and Hoya.
Be sure to get a multi-coated filter, to cut down on reflections. For the Marumis, this is the DHG or Super DHG lines. Polarizers aren't a good item to be cheap on; the cheap polarizers are really quite awful.
Your lenses should be marked with the proper filter size (on Nikon lenses it looks like "72ø"); if not, and thatcheck the lens cap. That info will also be in the manual.