Rob-
I use 2 of the 4 filters you listed: the UV/skylight filter and the Neutral Density. The UV/skylight filter can be left on most of the time to protect the lens element and give a small bit of color correction on bright/hazy days. its correction is very subtle. the ND filter cuts the amount of light entering the lens without changing the color cast. yours is a .6 or 2-stop filter, which cuts the amount of light entering by 75% or 2 full aperture stops. this is very useful in very bright settings where the camera is unable to stop down far enough to properly expose the scene and avoid washed out highlights. it is a very useful landscape lens. i also find that it improves sky contrast, preserving highlights in clouds against a brightly lit sky. if you are shooting in manual mode (which i recommend for learning purposes), you may be able to stop the lens down enough (set the aperture at a small enough value) that the ND filter is not always necessary. however, on most consumer lenses, setting the aperture at its smallest may lead to pictures that are not as sharp as you would like (the lenses do not work as well at the ends of its abilities), so i prefer to set the aperture toward the middle and use the ND filter. additionally, you can achieve a great effect on seascapes by using the ND filter so that you can use a slower shutter speed. by doing this, you can generate that white foamy effect of the water crashing on shore. the slower shutter speed prevents the camera from "freezing" the motion of the waves and is a very nice effect.
for the two color-correcting filters you posted (red: removing the green cast caused by fluorescent lights and the yellow filter increasing sky contrast), i have not used these specifically. they are not as necessary on a digital camera if you are doing substantial post-processing. I shoot entirely in digital and entirely in RAW format. when doing the RAW conversion to TIFF or JPG, there are substantial controls over the white balance and color casting of your shot. this is also available to a certain extent in photoshop (though processing in RAW allows more control). however, some digital photographers choose to use the filters and do less post-processing. it just comes down to a choice, really. i would suggest just shooting a bunch of scenes with each filter and without, making notes as to which exposure is which and you'll quickly get a feel for what each does.
i think you may consider getting a circular polarizing filter, as mentioned above. it will cut down on glare and reflections and also improve contrast, resulting in deeper blues in the sky. most polarizers can be adjusted by rotating the filter and you can see the changing effect in the viewfinder. for example, if you have a seascape and the sun is reflecting off the water, sometimes you may like the sparkling reflections of light from the sun and other times you may not, you can judge the amount of correction in the viewfinder.
feel free to PM me with specific questions, i can also direct you to some good literature. good luck and keep shooting!