For the hazy shots... Just remember that the sea breeze will deposit salt on the lenses, and as a result soften your shots. This was not a problem to me in Rio de Janeiro, but it was in Salvador (much closer to the equator, if that makes any difference).

As for filters and lenses, 99% of the time I use a normal lens (50mm in 35, 80mm in 6x6), and NO filters at all. Not even UV. But then and again, that's my personal work practices, and should not influence your photography. Just so you keep in mind that a ultra-tech zoom, and 28 different filters are not necessary. A good lens shade, on the other hand, is a must have. I like metal/hard-plastic ones, since they protect the lens from scratches when I bump into things.

No insult was intended by the previous generalization/exageration. (just covering my bases).