My personal preference is a spotmeter although I also have an old Gossen Luna Pro and Gossen Ultra Pro. The last two have the capability of taking incident readings. You can compensate for filters by changing your setting on the camera by the filter factor, changing the ISO on the meter and in some cases take the reading through the filter itself since the published filter factor may be slightly off for you filters or the subject you are reading from can also be an influencing factor. The Ultra Pro can work as a flash meter. If you are using 35mm your camera probably has a built-in meter with perhaps several modes (?).

I'm sure you will get additional advice here as well as this.

http://www.jeffreyglasser.com/