If you’re at a starting point, don’t worry about whether or not you need an Ha or OIII filter. If your DSLR is modified or not, and you don’t permanently live at a dark site, you will benefit from a Light Pollution filter. I currently image from a red-to-white-zone just outside of Chicago, only 2 miles from the busiest airport in the world and less than 500 yards from an eight-lane interstate highway. Obviosuly, this filter is of the utmost importance to me. Without a filter, my images burn out after 60 seconds, but with the filter I can go to 300 seconds at ISO1600 – 8 minutes at ISO800 and over 10 minutes at ISO400.
I personally use the Optolong CLS 2-inch screw in filter. Most people get the clip in filter that clips right into the camera body, but I chose the screw-in so it wouldn’t be useless if I changed setups. Do get the clip-in filter if you are planning on using additional filters, either now or in the future. Astronomik CLS and IDAS LPS filters are also very effective at blocking out unwanted light pollution, but come in around three times the price of the Optolong. I haven’t used the Optolong L-Pro filter due to it being twice the price of the CLS, but it should provide the light pollution reduction without the blue/green tinge on the images. Ultra-High-Contrast (UHC) and narrowband filters will do a lot of the same light pollution blocking by default, but the CLS and LPS filters are specific toward city light pollution and can be used all the time. The UHC filter will block out additional wavelengths you might actually want in your images. I think one form of light pollution reduction is a necessity in nearly everyone’s toolbox.
If you take the leap to a modified DSLR, an Ha filter will be the next most valuable filter to add to your collection. I haven’t gone down that path yet, but I’m sure I’ll be there as soon as I decide to take apart my camera.