I've just bought a Canon 400D with a Sigma 17-70mm lens and a Canon
50mm lens. I have read a little about how useful lens filters can be,
and would appreciate some advice.

What are the essential filers? Polariser, UV, Fluorescent? I saw a
gallery of beautiful landscape shots the other day and the
photographer used an "ND Grad" filter on all his shots. I think there
are many different types.

What filters are essential, and which ones are a nice extra?

I've found some on ebay that are very cheap, are cheap filters a false
economy?

Advice appreciated.
Thanks