A UV filter is one of the cheapest and most useful accessories you can buy. After a while you won’t even think about it. I have mine on 90% of the time. It usually only adds a fraction of an inch to your lens and absorbs any abuse you might put your camera through. Replacing a $15 UV filter is far cheaper than replacing a $500 lens.

One thing to remember (which I myself tend to forget) is to take the UV filter off for night shots. When the filter is off, take extra care to avoid contact with the lens. If you leave the UV filter on, you’ll get “green ghosts” in your shots like this:

… or glare off bright lights like this:

Worse yet, you often won’t realize you’ve ruined your night shots until after you see them on your computer. Any photos of the moon are especially susceptible to this. I’ve read that more expensive multi-coated UV filters may not produce these ghosting effects but I have not been able to verify this myself.