I'll answer in two parts, Snowhiker.
First, I am not remotely a fan of clear/UV/etc. filters for normal use. What is the point of buying a $2000 lens and then sticking a bit of glass in front of it?
Every extra layer of glass reduces your IQ. The only time I'd make exceptions is where the physical conditions are really nasty.
Heavy wind-blown sand and heavy salt spray are the two that come to mind. I wouldn't count a desert environment as a harsh one (and I've been in lots). Seaside is the main one that worries me - that
combination of sand, wind, and sat water is pretty nasty. With that said, I've used my lenses in very harsh conditions for many years and never had a major problem - certainly no hint of sand abrasion. Most better quality lenses are weather sealed anyway (not sure about the 200-500/5.6 VR) and even the salt won't do too much harm once in a while so long as you are careful about promptly washing it off in fresh water. (Not with a tap or a bowl, rinse with a clean, soaking wet tea towel, dry with another, allow to stand somewhere in a warm, dry, well-ventilated place. No hu-hu.
The main risk to your lens (unless you are a complete klutz with no care, which you are not) is impact damage scratching or smashing the front element. (A rock, for example.) A filter will only protect you against moderate impacts. Minor impacts do nothing - lenses are quite tough and in any case you have to do massive damage to the
front element to make any actual difference to the IQ. See here
http://www.lensrentals.com/blog/2008/10/front-element-scratches for an extreme example. And major impacts will usually smash both filter and lens anyway, so the filter most likely won't help.
What
will help is a decent lens hood; one like the standard Nikkor accessory for the 200-500 is ideal. It is really, really difficult to find a way to damage the front element if you have the hood on; it takes significant creativity and a klutz factor up around warp factor 9. And anyway, the hood
improves your IQ, often significantly improves it, by keeping stray light out of the picture where a filter
degrades the picture.
Simple rule for both IQ and safety: never take the hood off, never put the filter on.
And with all that said, if you
must put a filter on that lovely lens,
don't even think about a cheap one! Cheap filters are .... look, you'll see Mercutio buying Western Digital hard drives and Dave D driving a Mahindra before you'll see me using a cheap filter as a drink coaster, never mind putting it on a bloody lens. The maths is quite simple: $30 filter + $2000 lens = $200 lens.
Listen to any recommendation of Lunar's here, he's good on this stuff, but my view is that any filter made by B+W will be a darn good one. Even within their range I don't skimp. I don't use clears anymore but I do use CPLs and the B+W ones are worth every penny. If you
must have one, I'd go so something like the $195 B+W.
Oh, and UV is of no consequence to modern digital cameras. They don't even know it's there. Nor do you need a skylight filter or similar: like UV ones, they are for film cameras (which don't have any white balance short of using a different brand of film).
