We use color filters from mainly from Schott, Germany. These materials have different transmission and absorption properties and are used for broadband spectral filtering. These are used as long pass and band pass filters. They are much less expensive than coated filters.
Heat filters are short pass filters which transmit the visible light and absorb the IR radiation, thus not allowing the "heat" to pass through. We use Schott filters like KG1, KG3, KG5 etc. These can also be "toughened" if required.
Neutral density (ND) filters are gray in color. They absorb the light and give a uniform response in the visible region. They reduce the amount of light passing through the system. They can be manufactured to different optical densities. NG1, NG3, NG4 etc are some of the Schott glasses used for this purpose.
These are similar to the above mentioned ND filters but instead of color glass filters, these filters are made by coating Inconel or Nichrome on optical glass.