Additionally, you may want to look into getting a polarizing filter as well, it will cut anywhere from 1.5~2 stops of light and has the bonus effect of removing reflections from non-metallic objects and clearing up the sky.
It will let do things like being able to see fish swimming in a pond from above the water, for example, or removing the reflection on a window, assuming you're at a 45 degree angle to it.
It's one of the few in-camera effects you can't replicate in Photoshop, so anyone who is serious about video/photography should have one, and as per Kento's advice, get the best one you are willing to afford (Hoya, B+W, Rodenstock) and use step-down rings.