>>1.) Are they worth buying? If so what ones?
I have a polarizer, but use it sparingly at best. They are expensive, particularly for circular polarizers which AF cameras require.
When you need one, they are great to have but generally only for increasing sky contrast or shooting through water. For shooting through glass, it is easier to move the flash to another angle and get the lens as close as possible to reduce the chance of reflections.
Here are some pictures from the San Antonio Zoo taken through the glass with the flash held off to the side -


Be aware that the filters come in different thread sizes, so if you have a series of lenses with different filter rings sizes, you will have to have filters for all of them.
Some people swear by UV filters to protect lenses. I have always had a difficult time putting a $10 piece of glass over a $500 lens and expecting sharp pictures.
The only other filter I've ever wanted is a graduated neutral density filter, but they are also expensive, and I would have to own 3 or 4 of them to fit all my lenses.
>>2.) Do you need to adjust settings with a filter on?
The tricky think about polarizers is that the amount of light loss is dependent on the position of the filter ring at the time. So you can't just say "add two stops when this filter is on".
Fortunately, since your camera has a TTL meter, it will read the exposure correctly regardless of the filter on the camera.
>>PS-Just finished shooting a roll, mostly some flower macros (just to try it out) also some insect and a couple turtle shots.
If you want to improve your photography, make sure you are your own harshest critic. Don't just say "I like/dislike this shot". Figure out exactly what is good/bad and what you will have to do to change that in the future.

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Chris Harrison