I only use filters when I need the effect; otherwise I reckon that the lens cap works just as well for protection except when I'm actually making an exposure.
A filter will always slightly degrade the image, so if you use one go for a multicoated version to reduce the inevitable flare that will occur and reduce the contrast. (Note that oddly enough there are specific circumstances when a single coating performs better, but few people photograph in monochromatic light.)
In terms of need, making obvious assumptions about where you photograph, then you only need a skylight filter on when you're about to suffer a knock that will scratch the filter but not break it. So far as anecdotal evidence is concerned, there seem to be about as many people who have had a lens saved by the filter taking the hit as people who suffered a damaged lens caused by a filter shattering. Look on it as an insurance policy - it will always cost you, even if not needed; it may not cover the risk that actually catches you out; but it may save you money at some point. For me, the fact that there's a downside on every image I make using one is a big disincentive, but it's your choice.
Edited to add: There is one very specific case where a filter is a good idea, and that's if you photograph airshows. I know one photographer who does this on a regular basis, and after a season the accumulated gunge from the atmospheric pollutants requires the protecting filter to be thrown away.
