When I had a wider range of filters of various qualities, I tested them, and discovered that, yes, there is a difference between uncoated, single coated, and multicoated filters. In many scenes, you may not notice it, but if you have a high contrast scene that is likely to produce flare and ghosting, the problem is quite visible.
Now most of my glass filters are B+W or Heliopan, but I also have square gel and resin filters that are easier to use with some of my lenses.