Nikon D70s best lens to use?

Matt -- it sounds like you're looking to make an appropriate trade-off between cost and quality. The good news is that the optics of lenses today are all pretty good (compared to years ago when a cheap lens resulted in a poor image). Today, the main differences in prices of lenses are a combination of factors like brand name, lens speed (wide maximum aperture), image stabilization, and quality of construction/durability, and only to a smaller degree, the optics. And obviously, the number of lenses you buy counts, as well :-)

So if you're on a limited budget, try for a good all-purpose lens. There's a good selection of wide-to-telephoto lenses for Nikon such as the Sigma 18-200mm f/3.5-6.3 for a little more than $300. This is not a super fast lens, and it doesn't have vibration reduction, but it's got an amazing zoom range that will suit many different photographic situations. For about $750, you can get a Nikon 18-200 f/3.5-5.6 VR with vibration reduction, which can dramatically improve the sharpness of your images when shooting hand-held.

So if you want great photos, what is it that's keeping you from getting them now? If you shoot mostly on a tripod, chances are the Sigma is the better bet; if you shoot hand-held, the VR from Nikon.

As for filters, I would suggest a glass or skylight filter just to protect the actual lens surface, and a circular polarizing filter for shooting outdoors. If you are doing a lot of sunset or horizon shots, a neutral density graduated filter ("ND Grad") can help balance exposure, but it's far from a requirement. Filters are mostly unrelated to the lens, except that the filter size needs to match the thread size of the lens.

Check out this guide on Choosing a Lens for your Digital SLR for some additional information.