There are many types of filters, some useful in landscape photography, others not so much. The first filter you should ever buy, (even before that useless UV one) is definitely a circular polarizer. The next most useful ones for landscape and scenic photography are neutral density filters, with and without gradients.
With the polarizer, you can choose for the water to have reflective or see through properties. In the image at left, the polarizer was set to see through the water. This was put together using HDR techniques, so the polarizer alone will not bring everything into balance for you.
TAKING THE PICTURE
To understand this, you first need an understanding of what aperture does. As your aperture value numbers get larger, the 'hole' your camera sees through becomes smaller. This widens your depth of field.
Hyperfocal distance is no regular depth of field - it is the point your camera must focus on to be sharp to infinity, as well as extending as close to the camera as possible. So tighter apertures extend your depth of field, making it easier to fit more distance into.
How does this affect me? Well on my average scenic shoot, I probably won't touch my camera's focus after the setting it, and keeping it on manual - because I know it is already focused to be sharp at infinity, and whatever else I get sharp in the foreground is icing on the cake.
Diffraction: makes an appearance at very small apertures. When you are pushing the envelope with your hyperfocal distance, you may ask, why not hit f/32 and capture the distance from the dust on my lens to the mountains in the distance? In short, once you exceed a threshold somewhere in the neighborhood of f/16, everything may appear to be sharp, but viewed at 100% nothing will be 'tack sharp'. There is a long explanation for this involving the mechanics of light, and glass that I will not get into. Just remember, f/11 is usually just peachy for landscapes.
Tripod: If you are shooting at f/11 at ISO400 or lower, especially with filters, chances are your exposure times will be in the area of 1/4sec to 4 seconds. Needless to say - you can't shoot like this without a tripod. End of discussion.
Triggers: Anytime you shoot on a tripod you still introduce shake when you hit the shutter with your finger. To counter this, purchase a wired, or infrared remote trigger for your camera. The slightest bit of shake really does hurt. If you cannot afford a trigger at the moment, start using your camera's timer function. Maybe you have to wait 10 seconds between each photo, but it will show in the results.
In almost all of the photos in this post, you will see one small fraction of the image appears to be borderlining on pure white. That is essentially the spot I take my exposure reading from.
There you have it, a little insight into the considerations I have for every single frame I make at a scenic location.