I would forget filters, unless you operate in harsh conditions where your front element really could get damaged (flying mud/stones, sandstorm, sea spray), where a plain UV filter might protect your lens from scratches. I have UVs for all my lenses but now subscribe to the school of thought that sticking something in front of my £1,000 lens is unlikely to improve the IQ. Much better to get lens hoods for the lenses that don't have them - a petal lens for the 17-85 and a rubber flexible hood for the 50 is what I use. I assume the 70-200 comes with. A hood will offer physical protection, to a large degree, and exclude spurious light, thus reducing lens flare and increasing contrast. The only filter I would suggest is a CPL, if that would be of use, which it well might. If you're into long exposures for streams and waterfalls then an ND filter might help get you those slow shutter speeds on brights days, although a CPL will help a little. With motorsport an ND filter will help you keep a wide aperture to throw fencing out of focus, while allowing a slowish shutter speed to blur backgrounds when panning. Again, a CPL will achieve a little of that.
A tripod is a good idea, but don't waste money by buying too cheap 'n' nasty. Wobbly tripods are worse than none. You also need to think about size (height) and possibly weight. If you raise the centre column then your stability/rigidity disappears very quickly. A short tripod that requires you to raise the centre column fully, and still leaves you stooping, is a very poor choice. I'm 6' in my shoes and my tripod will get the viewfinder just an inch or two below my eye level without extending the centre column at all. My old tripod is so wobbly that I would not use it for anything more than holding a flash gun now, or my point and shoot in extremis. Think about a monopod too - but really whether you need either does depend on what you plan to photograph. Either would be handy for wildlife and a monopod may be handy for motorsport. I shoot motorsport with no support but do favour a tripod for a lot of wildlife when I'm at 400mm+, although I can manage OK handheld. A tripod just makes things a lot more comfortable when you are waiting patiently for the lion to yawn, or roar, or for the bird to look in your direction. For BIF I handhold. You'll also need a decent head. Ball heads seem pretty popular for general purpose togging. I have a ball on my tripod and on my monopod, although you could get away with a tilt head for a monopod or perhaps even nothing. As with tripod legs, you get what you pay for - buy cheap, buy twice, as they say. Have a read of this article -
http://www.bythom.com/support.htm.
Think about cleaning stuff - a Rocket blower for your sensor and a lenspen and microfibre cloth for your glass would be worthwhile. I do find the 40D anti-dust to be very effective, but the other day I found a hair had somehow got inside - must have been during a lens change. Anyway, a few puffs with my rocket soon had it banished. A spare battery might come in handy, although 40D battery life is excellent anyway. You can get two for a tenner, plus a bit of P&P, from 7dayshop.
I would recommend a flash gun, although perhaps of slightly limited use for wildlife and motorsport. I do use flash for garden birds, and fill in at the zoo, but a good one is a bit pricey.
I should think that lot will get you started nicely. I wouldn't go too mad until you figure out your own needs and where you feel let down by what you have. Practice first and then add to your toys when you know what you need (want

).
My approx timeline for acquiring stuff....
2005 - Sony DSC P200, Monopod and ball head
June 2006 - 30D and 17-85 IS, UV filter
September 2006 - Rocket, batteries, petal hood, 580EX, Lowepro Slingshot 200 AW, Spudz 18% grey microfibre cloth
December 2006 - Grip, nifty 50, rubber hood, UV filter, Gorillapod SLR (should have got the Zoom model)
June 2007 - 10-22, 17-55, 70-200 f/2.8 IS, 100-400, Carbon Fire tripod legs, Hydrostatic ball head, UV filters, CPL, 80cm Light box, Les pens (By this time I had decided I was into photography

)
September 2007 - 40D, eBay poverty Wizards (Cactus flash triggers), Think Tank Airport Acceleration
December 2007 - Sensor cleaning kit
May 2008 - 110cm 5-in1 reflector set, WFT-E3 wireless grip, 580EX II
June 2008 - light stands, umbrellas, reflector holder, flash brackets X2, off camera flash cord
I've also acquired flash modifiers (omnibounce and soft boxes) and various odds and sods over the past 2 years - ball bungees, quick release plates and no doubt other bits too.
I'm now toying with the idea of getting an ST-E2 to trigger both my 580EXs off camera, and I probably will. Poverty Wizards are a bit hit and miss.