xkaes -Yes, stacking filters, more than one at once, is not ideal practice for several reasons. You're adding more air/glass interfaces and therefore potentially degrading image quality, as well as increasing flare. With wide angle-lenses especially, or very wide taking apertures, you're more at risk of mechanical vignetting of the corners of the image. Otherwise, I kinda gotta agree with Pieter. I've never known a pro to leave filters on cameras, cause which one are you supposed to leave on there?, when you might need to decide that by a color temp reading first! Heck, for precise color results, I have at four different intensity level of "UV or Skylight" filter in each needed size.
So unless it's for some rapid shooting journalistic reason amidst dust and storm or combat, leaving filters on lenses is more an amateur thing. Well, I backpacked for four decades in the mountains and deserts with large format gear, blizzards n' all. and never left a filter on a lens. Those lenses are still fine.