As previously stated, the main goal of the filter is to protect your lens or give it a creative look with the addition of a CPL or ND filter. The filter should not detract from the image quality of your lens. In other words, there should be no perceivable difference in a photo with and without a filter attached to your camera. If there is, then it is not doing its job properly. The addition of a poorly-made filter can result in soft images, chromatic aberrations, vignetting, or additional lens flare. With filters, you certainly get what you pay for in that more expensive filters will have more multi-coatings and better build qualities.
Hoya - Hoya is a Japanese company and one of the largest filter manufacturers on the market. Other large companies are B+W (made by Schneider Optics) and Tiffen. Hoya has a wide range of filter tiers (listed worst to best, cheapest to most expensive): Green line, Purple line, Multi-Coated (MC), High Multi-Coated (HMC), Super Multi-Coated, Pro-1D, and the most expensive HD filters. Hoya's line of HMC, S-HMC, Pro1-D, and latest HD filter line is by far the best value. Optically, they are on par with the more expensive Heliopan and B+W filters. If you just need a hood filter, go with the S-HMC or HMC lines. For higher end lenses and maximum protection, I would recommend the HD line for the hardened "HD" glass or the Pro-1D if you are looking for something thinner for wide lenses.
B+W - B+W is a large German company (Schneider Optics). They are known for their excellent filter clarity, brass rings, and optically clear Schott (Zeiss) glass. Their filters are among the best and known for being very easy to clean. They have several lines like Hoya which include the standard F-PRO series with no coatings, multi-resistant coatings (MRC), and the digitally designed XS-PRO series with MRC. If budget is not an option or you just want the best glass and coatings, go with B+W filters.