Filter system were used much more frequently in film cameras, when a whole collections of filters were need to change the white balance between daylight and indoor film, along with other special effects.
With a digital camera, most, but not all effects, can be accomplished by software.
For the digital camera, the polarizing filter is the most important filter to have in your collection. You may also opt to include a UV/protection filter, or a neutral density filter.
It is a reasonable expense to equip each lens with 1 or 2 exactly-sized filters. You can economize by buying filter for your largest lens, then use step-down rings for smaller lenses.
With a film camera, you might need 6 different types of filters, which could quickly become expensive on multiple lens. That's where a filter system could have a cost advantage.
Because a digital camera can duplicate most filter effect in software, except for above 3 filters, a filter system is no longer cost effective.
-Paul