With the advent of ultra wide angle lenses it has become rather important to consider the thickness of your filter's bezel. The bezel is the metal part that makes it possible to attach your filter to your lens. This is particularly important because if the bezel is too thick you will see a vignette effect on your image like the one below. However this is really only a problem for lenses wider than 24 mm on a full frame sensor or 18mm on a cropped sensor.
For a wider lens you'll need to make sure that have a thin bezeled filter like the ones below.