As Gabe already mentioned:
A matte box is generally not needed with stills because the photographer has the option to expose with both aperture and shutter. Whereas a videographer is generally keeping his shutter speed near as possible, or at, 1/48....but for video, I couldn't work without a mattebox. The one I have is a hacked Century mattebox Century DV Matte Box 4x4 System (http://www.libraprobroadcast.co.uk/proddetail.asp?prod=century%2Dmb4400) to fit my 5d.

Here's how it looked on my old rig (new video/photos will be up soon of my new setup):
My Camera -- manhandled by Jessica on Vimeo

-- peer

every tool has it's time and place.

I still keep a cavision accordion style mattebox in the kit but only use it maybe 15% of the time.

I ALWAYS use lens shades if not the mattebox though, they give reasonably solid coverage, some crash protection, are relatively cheap and the canon lenses have very quick bayonet mounts that never take more than 5 seconds and can mount backwards to protect the lens body a little extra when not in use. they also NEVER leak light from behind onto a filter since the filter is screwed into the lens and housed in it's own ring, unlike square filters.

When I shot stills with nikon a lot of their prime lens hoods are screw-in and metal which is slow, doesn't absorb shock as well and directs the stresses right to the moving front element. I don't like those.

but yes, of course you HAVE to have a set of ND's that's a given, and a polarizer.

I do use my mattebox for setups that are on heavy sticks and using grad filters and such, I don't want to get rid of it at all but I won't use it for handheld set-ups since my rig is way too front heavy as it is with 7" marshall, follow focus and everything.

It's a tool in the kit but not one that gets used all that often anymore.

P.S. I still love using filters because all of my heroes in cinematography used them for years and years when movies were edited with white gloves, wax pencils and splicers instead of apple computers... usually with better results then what people are getting today with every high tech toy in the world at their disposal.