I have done a search and did not find a thread that specifically discussed the different types of filters. I am posting here because it seems most of the talk on filters is here.

I have a Canon GL2 and am new to the world of filters. I have recently purchased a set of Tiffen filters from Zotz Digital. They are a UVP, Circ Pol, ND3 and a Black pro mist 1/2. My problem is this: I have no idea which filter does what (effect and look) and when and how they should be used. I have read different things here in this forum. Some say to leave a filter on all the time to protect the lens (but which one) and others say to just go "naked."

Much of my filming will be done in a very dusty, very bright, very hot environment (the deserts of Yemen)...and I do have a Camkote dust.weather protector. But I will also be doing quite a bit of night filming a well. The lighting in the Middle East is nearly ALL floresent and I'm not sure how that will affect my shots. I will be using my own lighting as well, but that may not always be possible as the shooting situations will vary. So I am also curious how the use of filter at night will affect the look of the video. I am going for a "film look" in a documentary style production.

If anybody could give me a sort of mini "crash course" on the filters I have, I would be much obliged.

The UV filter is a good one to leave on to help protect the front lens element. Allegedly the UV filter will help when shooting under hazy conditions, but basically it doesn't do very much at all, except keep dirt off the lens.
You may like the polarizer when shooting in bright sunlight. It can make the blue sky bluer. I never use them myself, but lots of people do. They can help reduce the glare when shooting on the water too.
The Black Promist is sort of a diffusion filter and may be nice for shooting closeups of people. However, the GL2 already has a fairly soft picture, so you may want to do some testing before using that filter. It can look nice under certain conditions--for example, if you have some strong backlight it will add just a little soft glow around the subject. If you have out of focus windows way in the background that are too bright, the promist will cause them to flare, and that can be a nice effect.
The ND3 is a neutral density filter. You camera already has a built-in ND, but if you want to shoot at a more open aperture, you can put the ND3 on. It's useful outdoors in bright light.
Best thing to do is set up the camera and put each filter on one at a time and look at what it does.