You'll definitely need a memory card, I personally use Transcend Class 10 cards as they're quick and relatively cheap. Sandisk Extreme are also very good if a bit pricey.
Bag wise I would look at Crumpler, maybe Tamrac or Kata. Although at the moment I'm just using a messenger bag with a padded insert.
Depending on the type of photography you're doing you may want a tripod, landscapes in particular. Manfrotto, Gitzo, Redsnapper and velbon all make good ones. If you want to spend as little as possible the Hama traveller mini pro is only £13 from Tesco and is perfectly usable.
I wouldn't bother with filters unless you want to do long exposure shots or again landscapes, in which case a neutral density (ND8 most likely) and a graduated NG filter would be worth buying. As would a remote release, just get a cheap one form eBay as they all do much the same.
You might want a proper flashgun, but you'll have to spend about £100 to get something decent. The Nissin Di622 is worth looking at.