Your question is a little open-ended, but I'll try and answer it. :)
The first thing that you ought to consider is what's the story of the film/commercial/short film, and the look that the Director is going for.
I don't know if you know about Colour Theory, but get to know the basics at least, about Primary and Secondary Colours and what happens when each of them are mixed with the other. Once you know this, it'll make your discussion with your Director, your Production Designer and the Costume Designer that much easier. It'll also make it easier for you to manipulate a certain colour/s in Post too, once you've shot it.
Filters, both in-camera, in front of the lens and in lights help in many ways - Colour filters help in manipulating certain colours in your frame. Your colours sometimes also change with the kind of in-camera filters that you use, but it again depends on the look that you're trying to achieve and what's right for the story. I'm presuming that you're asking about Colour Filters mainly.