Too bad about the $20. That bag looks like it will work fine for your body + 2 lenses, since the K-x is a fairly small body.
You probably won't need lens caps other than the ones that will come with the lenses. They might come with hoods as well.
Filters... looks like your 18-55 will use a 52mm filter, while the 55-300 uses a 58mm filter. (The size refers to the diameter of the filter.) That is kind of a pain. For your less common filters I would recommend that you buy 58mm, and a 52mm to 58mm adapter that will let you use the 58mm filters on your 18-55. It will make no difference in image quality. Most people buy filters to fit the biggest lens they own, and adapters for them to fit their smaller lenses.
There's a big debate (one could almost say a holy war) about UV filters. I probably wouldn't worry about protective UV filters for kit lenses. Personally, I don't use them even on my expensive "L" glass. A good quality UV filter that won't degrade image quality is $100 or more in the 77mm filter size. I can send any of my lenses in to Canon and get the front element replaced for not much more than that. So I just don't see the point. UV filters serve no purpose with digital cameras, other than lens protection (they help with film, but digital doesn't have the UV exposure problems that film does). I use hoods for protection and, as I said, I can afford to send my lens in to Canon every couple of years for a new front element just as much as I can afford to get a new UV filter every couple of years after it gets all scratched up. Then again, I am in the minority, and you will find many people who swear by their expensive UV filters they bought to protect their lenses from scrapes, scratches, and dust. Hop on to any photography forum and you will be able to find pages and pages of debate over this. UV is the only filter type that, if you bought them, you would need to get one filter for each lens, in its respective size.
Other filters... Circular Polarizer is the next most common. It eliminates reflections from objects like windows and still water. It also causes a darkening effect with the sky to give you bluer skies on bright sunny days. It also dims the image very slightly, making the exposure slightly darker. Most photographers have a CP filter that fits their largest lens, and adapters to make it fit all their lenses. (I don't have one, but there have been times when I have sworn at myself for not having one. It's on my to-buy list.)
Neutral Density Filters. Basically this is like sunglasses for your camera. It simply makes the whole scene darker, ideally without altering the colors of the image. This can be useful when you want to use a slow shutter speed, but you're already at the limits of how dark you can make the image by manipulating ISO and aperture. There are also Graduated Neutral Density Filters which are clear on one half of the filter and dark on the other half, with a gradation in the middle. You put the dark half on the sky, the light half on the ground, and you can get a super dramatic dark sky (looks very effective with clouds) while still having the foreground be properly exposed. It's sort of a way of creating in-camera, single-exposure HDR. Half the image is stopped down by a stop or two, while the rest is exposed normally.
Other filters. These are primarily color filters and aren't really necessary in the digital age. Film used to have a color balance, say Daylight. When you used daylight film indoors with Flourescent or incandescent lighting, your colors would seem all screwy because daylight has a different spectrum than flourescent or incandescent lighting. So you would use a flourescent filter or an incandescent filter to remove the color cast. With a digital camera, you can do all of this in either in-camera or in post-processing by changing the white balance. There are other color filters (red, blue, purple, etc.) that just cast the whole image in that color. No reason to use a filter for this when we have Photoshop.