My mormal walking-around selection of B&W filters if I was to limit the number would be a Polarizer and a #21 orange; or if you want three to fill your filter case then add a #8 yellow. If you shoot a lot of portraits of men then a #11 green can help give a better tone to the skin.
But, as noted, if you are shooting clubs in dim light then a filter is the last thing you need. Trade the filter case in for a table top tripod.
If you need an ND you can use any of the filters - it doesn't much matter for B&W. You only need to worry about the 'N' if you are shooting color - and then you just stick with the polarizer for simple density. A polarizer can always be turned so it has negligible polarizing effect.
Things can change in the mountains: A UV [a real UV] filter is needed when shooting color or you can really get 'hazed out'. The amount of UV haze varies a lot - depending on time of day, humidity, altitude, cloud cover, distance and the film you are shooting. Some lenses pass a great deal of UV, and some block it almost entirely - making a UV filter superfluous. The orange filter will remove UV and haze when shooting B&W. You may find a #12 minus-blue or #8 yellow to be enough to darken the sky at high altitude and you may want to leave the orange at home.
If you are in an urban setting then a #25 red filter may be needed just to darken the normally blue-white sky and get any cloud definition at all.
My normal compliment is a bit bigger, though: 2 Polarizers, #25 red, #29 red, #72 IR pass, #403 UV pass, #21 orange, #12 minus blue, #8 yellow, #47 dark blue, #420 UV blocking. For color add a set of warming filters, cooling filters, skylight 1a & 1b, #410 UV blocking, and blue color conversion filters [for shooting transparencies with tungsten & photoflood, I find Ektachrome also needs a cc5M]. I use Rosco filter books and a gel holder for odd filters - like a deep magenta or a cyan.