Steven & Jon,
I just ordered an 8800 and do not plan to attach any UV or ND filters for "protection". Discussions in another forum have convinced me that this is not desirable or necessary. When paying lots of dollars from a great ED lens, why put a cheap piece of glass in front of it to degrade the image? The only filter effect that can't be well simulated in Photoshop is a polarizing lens. When dealing with glass or water reflections a polarizer can be useful.
I've been told by a someone that I respect that he saw a Nikon salesman put out a lit cigaret on the front of a Coolpix lens. After wiping it clean, he showed that there was no damage to the lens coating! Impressive! The coatings are made to be very tough. There is nothing to protect. Anything that would harm your camera would also harm your face!
When not using your camera, always put on the lens cap. When in use, normal care and caution is all you need.
I've been convinced that protection filters are a waste of money and may slightly degrade your image. They are a gimmick to sell more unnecessary stuff.
(your mileage and opinions may vary)