Keep the UV/Haze filters on at all times, film or digital, EXCEPT possibly for night scenes where reflections bouncing between the filter and the lens can, in some cases, cause ghost images.
If you have a polarizing filter, take it and keep handy, but do not keep it on the lens all the time. I know a few people who are told the Polfilter makes the photos better so the leave it on all the time, even indoors. Bad move.