A filter with wedge will induce a slight chromatic effect. But I think even for cheap glass this chromatic effect - especially for a filter that cuts down the spectrum -- is negligible.
Yes it'll shift the image. A tilted filter will also. A filter with poor surface accuracy may. That in and of itself doesn't impact performance. But if the filter is so crappy that wedge induces a noticeable shift, then I'd toss it in the dirt and get a better quality one. While the wedge itself doesn't reduce the quality, such a cheap filter will have other issues (surface figure, striae, etc).