About.com says that for nature photography you need:
A copy of John Shaw's book “The Nature Photographer's Complete Guide to Professional Field Techniques”. This is #1 on the list for a reason!
A high quality, two element, close-up diopter to fit the telephoto zoom for macro work
A remote release for the camera
Filters - Tiffen and Hoya are fine. Multicoated filters are desirable and not that much more expensive than uncoated filters. Coated polarizers are hard to find though.
A polarizing filter (a circular polarizer for all AF and some MF cameras)
A warming filter - 81A, 81B or 812
A UV filter (maybe - you can probably use the warming filter instead)
Lens hoods for each lenses
A bag to carry it all in
Tripod: Bogen 3001 or 3021 with Ball Head: Bogen 3226 or 3055
Comments:
You mention the cost of filters. I purchased the filters that fit my biggest lens and then step down rings to fit the smaller lenses. I've seen people carry 2-3 various sized filters and it didn't make sense to me.
Please try also John Shaw's ( John Shaw's Books ) “Nature Photography Field Guide” ( updated version of his older book, that ) instead of the ( outdated ) original mentioned in the article. His “Closeups in Nature” is also very recommended, it's on the same pag
http://birding.about.com/gi/dynamic/offsite.htm?site=http://photo.net/photo/nature/beginner%2Dequipment.html
Photos with explanations of how they were taken: http://www1.photosig.com/photos.php