Does anyone use filters?

Sure, filters are useful for many things.

You're paying a *lot* of money, for those ones, btw. Ritz Camera sells Tiffen brand filters. Ought to be about $10 (for a 37mm), as oposed to those links.

Both the ND & the Polariser you linked are handy, when needed. You should also get a UV filter. (Use it whenever you don't have another filter on, to protect the lens, basically)

If you shoot black and white get a yellow #8 for some amazing landscape shots, or whenever showing the sky.

The polarizing filter will reduce glare if you are shooting near
water or a big glass building.

That wide angle adaptor isn’t a filter at all. I just expands the
frame by using - essentially - a magnifying glass. I don’t like
those. They distort the image.

The ND filters are quite nice. I use Tiffen Pro Mist filters all
the time. I have a “half black” on my lens all the time and use
others depending on the lighting.

None of these items will give you the “cinema feel”. Excellent
lighting will go a long way to making your video look much
better, though.