Bunch of people bought very expensive UV protective filters get the same problem as you did. What they don't know is we need to watch out and clean the filers often as well. Dust, tiny water and oil drops and dried on the filter's outer face make your lens loose its sharpness and contrast. They also make your image get flare, fringed color, achromatic color when taking picture in backlight as well.Had a Quantaray filter on my camera's lenses for ...well, since I bought it. Recently took it off and am enjoying a tad sharper and more colourful pictures. Cheap glass will bring cheap results. Though, if you're only aim is to protect your glass and you can deal with the very slight loss of quality, go for it. That's what I did
I'm currently in the market for a nice Polarizer however with all that said..