Check out the Wikipedia page and other resources on Wratten filters and numbers. This will give you an idea of what the relative strengths and effects are.
A quick run-down of the most common:
#8 Yellow - this is the general purpose yellow filter
#12 Deep Yellow - this is the "minus blue" filter and not so common
#11 Yellow-Green (although it looks green to the eye, it passes some red too.) This is the most common green filter.
#15 Yellow-Orange (looks orange to the eye) this is the common orange filter
#25 Red - a rather sharp cut red filter and one of the most common.
These five filters, plus a blue filter or a #44 filter and a polarizer are the ones I carry. The polarizer is a fine tool for black-and-white photography as well as color, darkening skies without affecting the shadows. Used in conjunction with other filters, the effects can be very gratifying. The blue and/or #44 filters are for approximating the look of blue-sensitive and orthochromatic films respectively. I like this look and use these filters occasionally to achieve it. FWIW, a #80A or 80B color-correction filter works pretty well to give an orthochromatic effect.
I have #12 filters and other less common and sharper-cutting ones, like the #58 green, etc. but really, the five listed above are the ones that get used 99% of the time; that is, when I use filters. The vast majority of my work is done without any filter at all.
Best,
Doremus