Cheap filters are magical - they can turn an amazing lens into a pretty good one.
LOL! Definitely avoid cheapo filters. If you are going to use one, use a good one. I have used B+W and Hoya, and both are fine.
As for the lens, the 50mm f/1.4 is the least expensive Canon f/1.4 lens you can buy, it is light, and it takes great shots. I consider a fast nifty-fifty a must have for any kit. If you want versatility, a zoom is great but at the cost of speed. If you shoot wider, the 35mm f/1.4L is fast, within your price range, and lots of people love it. If you prefer a telephoto, the 85mm f/1.8 is a great lens for the money. As previously mentioned, it depends on how you shoot. The suggestion about shooting with a zoom to determine the focal length you prefer is great because it will steer you in the right direction.