In terms of 'stuff you need'...
SD card - they are so cheap now that I would go for a nice, fast card. You don't need to go for the real high end ones, but don't get the cheapest ones either.
I prefer to have a few smaller capacity cards, than one massive one.
Camera bag - you need to try a few out and see what you like. I've got a LowePro Slingshot and it's OK, but doesn't hold as much as advertised and the back of it is quite squishy so you get quite bad 'sweaty back' syndrome with it.
Think Tank make some well made stuff & for the quality they are good value (compared to manufacturers like Kata).
Filters - I use a UV filter on both my lenses all the time as insurance against it getting whacked. I know that I might lose a bit of sharpness, but I wouldn't be able to afford to replace one just because I'd pranged it into something. A scratched filter would be a lot less painful.
I also have a polariser (circular) and use it a fair amount.
Mini tripod - if you can get a really compact one cheap, then it might be worth having to just chuck in your bag and leave it. Before I got my Nikon D80, I had a mini tripod that was always in my bag with my DimageZ3 & it got used on several occasions when I wanted to get a night shot, but didn't want the object I was resting the camera on to appear in the bottom of the frame.
Cleaning kit - my bag has a microfibre cloth sown into it that I use, but apart from that I don't use anything. I keep meaning to get one of those Rocket Blower things, but never get round to it.
If you are shooting lots, it might be worth getting a 2nd battery. If you look on the Premier Ink Supplies website, they do Hahnel batteries that are a lot cheaper than the original ones, but work well.