Photography can be an expensive hobby. You spend hundreds, maybe even thousands, on a body, then you realize you need to dump a whole lot more money into lenses and accessories. Here are some quick and cheap(er) items you should add to your kit to make it more versatile.
Filters are probably the cheapest gear you can buy. If your lenses all have the same diameter filter rings, that's even better. If not, you can always use an adapter ring (I use a 72mm to 77mm filter ring adapter for putting filters on my 85mm f/1.2L).
I don't recommend them unless you're going to be shooting outside or in possibly damaging conditions, but you should pick up a clear/UV filter just to protect the front element of your lens. I use most of my lenses naked, but I screw a UV filter on the more expensive ones. It will save you that one day you accidentally bump your lens into something. If you get an expensive, multicoated one, there will be less flare that can be caused by shooting through an additional piece of glass.
Secondly, get a neutral density (ND) filter. These darken the light coming through the lens, allowing you to use slower shutter speeds or wider apertures, without affecting the color. This is a must have for landscape photographers or for anyone who uses fast primes on sunny days.
A third filter you might want to consider picking up is a circular polarizer. These act like sunglasses for your lens. Not just normal sunglasses, though, but polarized ones. You can rotate the front portion of the filter to change the effect, but generally expect darker blues and reflections being toned down.
Finally, there are specialty filters. For this category, I have a set of 77mm graduated color filters as well as a 77mm 8-point star filter. Proper use of these filters can give you optical effects that you wouldn't be able to achieve without Photoshop.
It's true that you should probably buy a higher quality monopod or tripod, but in all reality, you only need something to safely hold your camera still for long exposures (or for stability in the case of a monopod).
If you've got a large telephoto with a tripod collar and do not own a monopod, please do me a favor: Stop reading, close this window, shut down your computer, and run to the nearest place to buy one. It's the difference between a telephoto being too big and one that's useable.
If you're just using regular old SD or CF cards that write slow, buy faster cards. Try your best to get a card that is faster than the card reader bus on your camera. What I mean by this is that your camera can only write so fast. My 6D writes at about 40MB/s, maxed out. This means that all the SD cards I buy are typically faster than 40MB/s. I have 35MB/s, 40MB/s, 45MB/s, and 50MB/s cards. Typically CF cards can be written to faster, so speed of the card is more important. I had a 1x (the slowest) CF card that came with my 1D Mark II N. It takes a solid 10 to 15 seconds to write one RAW.
When I borrowed TheGirlfriend's 75MB/s CF card (I think that was the speed), I could do a 10 shot burst, and only wait 5-7 seconds afterwards for the remaining files to write. Even though I've got a 50MB/s card for it now, it's still tremendously slow after using the faster card.
Get a fast card. You'll thank me.
Flashes are typically cheaper than lenses. An external flash is the quickest way to add potential to your camera's shooting ability. If you can't afford even a small flash, grab a pop-up flash diffuser. When using the diffuser, it's the only time that I condone using the pop-up flash on your camera.
Cheaper than all of the items on this list, information about your camera or photography in general is the cheapest way to start taking better shots.
Read your camera's manual; You might find out something about your camera that you didn't know before. Look on forums and through reviews to see what the strong and weak points of your camera are. Learn about how to tackle tough lighting situations.
It's been said before, but the best camera is the one that's with you. This is so true that I can't even repeat it enough times. A trained photographer can take pictures with an entry level camera that are scores better than someone who doesn't know anything about the 1DX they're using.
A good place to start would be by looking at your camera's sensor scores on DxOMark. It's free, and the graphs they provide give you an insight as to how you should shoot to get the best results out of your camera. The signal to noise ratio graph is particularly helpful, as it will tell you at about which ISO level the pictures produced become unusable.
Take a look online and see what the distance is between your sensor and the mount on your camera. Lenses with mounts that require a larger distance between the film plane and the rear element are easily adaptable to modern mounts without the need of any optics. The difference in distance is made up by the thickness of the mount adapter.
For example, Canon FD mount lenses cannot be easily adapted to Canon EOS (EF) mount cameras because the lens would have to be mounted inside the EF mount. This means that most adapters make use of cheap optics to allow focusing to infinity. The only way around this is to convert the FD mount into an EF mount.
However, the EOS mount distance is shorter than Nikon's, Leica's R mount, and the M42 screw mount, made popular by Pentax. This means that there is a huge market of used, old lenses that are selling for very cheap. The only downside is that you usually lose autofocus (or the lenses are all manual focus anyways), and you've got to be knowledgeable on how to meter when a lens doesn't provide electronic information to the camera body.
Ok, Maybe I've Got a Little Money
If you want a fast prime lens for relatively little money, EdMika makes (and sells, on eBay), FD/FL to EF adapters that are sometimes made specifically for certain lenses.
For example, there is a kit out there to convert an FL 55mm f/1.2 manual focus lens to an EOS mount. This is reversible and is much, MUCH cheaper than buying a 50mm f/1.2L. FL 55mm f/1.2's are going for somewhere between $300 and $500, and the EdMika adapter kit runs for just over $100.
It's a conversion I want to do someday, and plus, who can argue with a 55mm f/1.2 lens for $400-$600? The closest to f/1.2 you can buy new with that kind of money is a 50mm f/1.4. If you can deal with manual focus, it's a great deal.
If you go this route, however, realize that the stock focusing screen in your camera can focus images properly only down to f/2.8 or f/2, depending on the camera. If you've got a 6D or 5D Mark II, there's a large number of focusing screens out there that are made out of the more sensitive focusing screens that Canon produces (which are recommended for use with lenses that have a max aperture of f/2.8 or faster) with a split prism style focusing aid (like back in the film days).
That or you could always forgo a $100 focusing screen for live view...
I realize this is a lot of text, so here's a picture of that FL 55mm f/1.2 I was talking about: