ND filters can be very useful with video.
The look of video is affected a lot by shutter speed and aperature. A ND filter can help you keep the iris open without increasing shutter speed.
A Graduated ND filter can help to reduce the brightness of part of the frame thus stopping it blowing out. A range of these and a mounting system that lets you rotate them is a good idea if you want to get serious about using them.
A polarising filter will help reduce glare, very good with reflections off water, to reduce brightness of sky etc. Again these things need to be able to rotate.
More sophisticated filters such as the Black Promist can reduce contrast, control glare etc.

None of the things mentioned above can be done after the vision is shot. Having said that they also cannot be undone mostly so proceed with caution.

Also be aware that certain filters may not suit your camera. A filter designed to work in frontof a 35mm lense can behave very differently on the front of a small HDV camcorder, the manufacturer should specify this. Also out wide with a video camera you can get the filter itself is focus, extreme care with keeping then very clean is important. Also a filter is closer to the front of the camera and therefore more affected by incident light, additional / better lens hoods are a good idea.

The very best way to mount a filter is in a matte box, but they can be expensive and might be hard to fit to the smaller HDV camcorders apart from the Cinetactics:
http://www.cinetactics.com/StoreFront.bok
This thing is very good and will fit almost any small camera and you can easily fold it up and put it in your kit bag. No rotating stage or anything fancy but for the money and easy of use, not too shabby.

I use these guidelines....

I never use more than 9dB of Gain because it adds noise above that.
If your camera has Zebra stripes adjust gain to 0dB. Close the Iris to
midway. Still have too much Zebras in scene add a ND filter. Adjust iris.
Still too bright add a deeper ND or in some cased the 2nd ND filter position.

Outdoors I tend to always have a polarized filter to bring out the blue in the sky.
Circular for the sky and water. Sometimes linear polarized for objects that are
shiny such as cars.

Some say UV filters help the outdoor scene but I think I just use mine to
protect the lens from sand, dirt, scratches, or sometimes finger prints.

The polarized filters are your best bet for good pond shots. If your camera
does not have a true ND filter built in, then buy at least a ND that adds two
f stops.

EDIT: I second the http://www.cinetactics.com/Page.bok?template=c_mb100mCinetactics Matteblox[/link]. You can still use a polarized filter
but you must reach inside to rotate it. You may also get by with a rubber hood
for less than $50 with adapter ring.

>>>>I never use more than 9dB of Gain because it adds noise above that.<<<

Sound advice, although the actual level varies from camera to camera. Many would say no more than 6dB and a lot work to 0dB. However using gain doesn't add noise. Electronic and thermal noise is inherent in all sensors, the latter increasing with sensor temperature, so noise is present in the recorded signal independently of whatever the user does. The level of noise varies between sensor types and their configuration. What is under the control of the operator is the ratio of signal to noise, and the higher the ratio the less detectable is noise. So for low noise images you must maximise the level of the wanted signal, which is achieved by letting in as much light as the sensor can record without clipping. When you underexpose you cut white levels to less than 100 IRE (many cameras don't start clipping until 110 IRE). If in auto mode the camera will work to restore white level by increasing gain, which amplifies both signal and noise. If you're working in manual mode, then in post you bring up the image using levels and/or curves which has the same effect on noise as does increasing gain in the camera.
So there is good reason for working with 0 dB gain unless higher is forced by other needs (e.g. need very deep DOF, need high shutter speed, or not enough light).
Generally the appropriate shutter speed is 1/60 (or 1/50) sec, generally 0 dB gain, and generally fairly wide open iris (lower f/numbers). So the iris and ND filters are the primary elements for signal (light) control.