I have the Sigma 70-300, but don't use it as often as I use my kit lens. I find I am more stable with the sigma when I have the grip on my Rebel, but otherwise I shake a bit too much to use it without some support. I also find my shots are a bit soft at the 300 end, but the lens has come in handy quite often.
when choosing filters, even just for protection, I'd say buy the best you can afford to avoid degrading the optic ability of your lens. personally, I'd say no filter is better than a crappy one- unless perhaps, if you are in situations like Wrench where things fly at your lens.
after using the kit and the sigma, I imagine my next purchase will be the tamron 28-75. Its a nice piece of glass and I find myself working in that range most often. Its is above your budget limit (and mine too right now
), but a real nice choice.
~wu