I use screw on filters as well. My main two lenses take either 58mm or 67mm filters, and I already had a set of good 67mm filters for MF, so standarised on that size and use a step up ring from the 58mm to 67mm. Like the others, I only take a couple, maybe a yellow and orange and a polarising filter. I also have a couple of graduated neutral density filters, but only take these out when I expect some extreme light, otherwise I prefer to adjust the exposure and then developing times.

Steve