My :
Washes and Filters - IMO you'll be better served by making your own, ESPECIALLY the filters. Oil paints and a gentle artist thinner (I use Mona Lisa Odorless Thinner, not sure what's available UK-side) go a LONG way.
Effects - Honestly, I don't have too much experience with AK's different effects, but yeah I'd see them as more useful than the washes and filters, since they often contain different properties that can be hard to replicate. I mean...using oils its pretty easy to create a brown/yellow filter wash by mixing yellow ochre and raw umber.
I don't have any of AK's stuff yet, but I do use several MIG effects - namely Oil & Grease, Rainmarks and Wet Effects - and love them.
Pigments - Before I tried pigments, I used pastels, and then tried Doc O'Brien's weathering powders. Which came through Micro Mark for cheaper than MIG's stuff. With both I had problems with them just falling off the model, or shifting, or with something like exhaust staining, having them get all over the wing root.
When I switched to MIG I was immediately happier. Their pigments "work in" better, fix down well with a bit of that same odorless thinner, and in my opinion just look better. Haven't tried, but I believe Vallejo also makes some pretty awesome pigments...
One other thing I HIGHLY recommend if you can track them down is a set of Aqualon Wisp brushes. These are what I use on my armor to get that streaking effect. LOVE THEM.
On the Bench: 1/32 Trumpeter P-47 | 1/32 Hasegawa Bf 109G | 1/144 Eduard MiG-21MF x2
On Deck: 1/350 HMS Dreadnought
Blog/Completed Builds: doogsmodels.com