I would not use a Skylight filter on digital. If you want to warm up the colours, you can aways do so in post processing.
A UV filter or clear glass protector is more neutral if you just want it for protection. However, any filter will slightly degrade the image; it's another two surfaces to keep clean; and a filter can break more easily than a lens, possibly damaging the lens in the process.
For square filter systems, there are cheaper alternatives to Cokin, including Kood.