It depends on the cost/value of the lens. Good filters cost 50 and up, depending on size, brand, etc. I like B&W, but I've also had Hoyas. The Hoyas are less expensive but I found them harder to keep clean.
I get filters for L lenses, but I don't bother with the EOS-M lenses. 500 is about the threshold when I start considering getting a filter for a particular lens. It also depends on how you intend to use the lens. I tend to use those that are more weather resistant and filtered when the weather gets bad.
Super cheap ones may be uncoated or single coated, and would be more prone to flare and would lead to a higher transmission losses. Some would argue that any filter would degrade the image even if it is undetectable in practice, and it's true theoretically. Any piece of glass will change the transmission characteristics, but so will a dirty front element, and I would rather clean a 100 filter rather than the front element of 1000 lens. In the field, I'll clean it with what's at hand, including my shirt, which is what happened when my 70-200 mounted on camera worked itself loose from a BR strap and fell lens first into the muddy ground. The hood was reversed because I was walking from the car to the soccer field and hadn't yet set up the camera to shoot. I tried cleaning the filter, but couldn't get it clean enough so I just took it off, got my shots, and cleaned the filter once I got home. The B&W filter cleaned up fine and I still use it today.