I pretty much did the same thing; standardized on 46mm filters. Thankfully, most all of my lenses are 46mm.

eBay is your friend - no shortage of cheap adapter rings, hoods and caps.

Though for the 39mm lenses, it might be worth it to get those filters you used most in the native (39mm) size. Filters this small are pretty cheap and you'll be able to maintain one of their biggest draws - small size.