Whilst UV Filters do block ultra violate light which can have a small impact on your images it's not really their main purpose in modern day photography. The real reason for a huge "YES!" to UV filters is to protect your lens from scratches, dirt, salt and moisture. Personally, I use UV filters on my high end lenses to ensure that over the course of their life I don't wear down the lens coatings through rough cleaning. After all, I can replace a UV filter for a fraction of the cost of a new lens!
There are two main differences. The first is optical clarity and the coatings used, the better the coatings and glass the more expensive. Imagine if you have just bought a beautiful sharp lens and then you pop regular old glass in-front of it. You're really not going to do your lens justice. The second is the materials of the metal holder. Aluminium is lighter and more malleable which can be susceptible to bending with heavy use. This means you increase the risk of damaging the lens threads over time. Brass is much harder and more accurate giving you peace of mind that your lenses are safe. Titanium adds another level of protection as the metal is less likely to shrink and expand in varying weather, this is perfect for those adventuring in harsh conditions!