Hello :-)
The eyepiece sets contain Plössl and redundant filters (usually).
Color filters can enhance the contrast of some planetary detail, but more then a blue filter is usually not required. http://agenaastro.com/choosing-a-color-planetary-filter.html
What do you want to spend?
More than 200-250x magnification isn't always possible due to atmospheric seeing conditions. An eyepiece around 10mm would be the most versatile. On a budget, the 9mm "gold-line" (generic Expanse) might be a nice thing to have. 66° apparent field of view and more eye-relief than short Plössl eyepieces. These sell for $22 or so at Aliexpress, eBay (China) or $40 via Amazon, Corvus optics, Agena astro. At higher magnifications, the moon is usually dimmed down sufficiently as well. (Edit2: 1 2)
Something in the 20mm range could be nice for certain deep-sky objects, both regarding magnification and exit-pupil (image brightness). There's a 20mm gold-line as well.
For a higher budget, check out the Luminos and Explore-Scientific eyepieces :-)
Three or four good eyepieces can go a long way, and usually better than a box full of cheap eyepieces.
//edit: As /u/_Augustus pointed out, you can get a larger field of view. Here's a simulation (the 32mm Plössl has a very similar field of view to the 40mm Plössl). Also see Eyepiece field of view simulation at Astronomy.Tools - Using a 20mm68° as there's no 20mm gold-line/expanse preset.
Ok, from a class 3 site, then there is almost no limit to what you can see from a light pollution standpoint.
The entire Messier and Caldwell catalogs will be visible in your scope, and much of the NGC catalog will be as well.
Regarding your eyepieces, the two you have I'm assuming are Plossl designs, and so they will produce the following views through your scope:
20mm:
9mm:
Both focal lengths are good. The 20mm is your wide angle finder eyepiece, and the 9mm is the one that you can do more observation with due to higher magnification.
Here's the problem: being a plossl, the eye relief and apparent field of view of the 9mm is very constricted. I recommend upgrading it to something that will give you more pleasing views (better eye relief, wider apparent field). Hands down the best value 9mm out there is known as the 9mm "gold line". It's a super cheap eyepiece that performs way above its price point.
You can get it for as little as $23 from Ebay, if you want to wait a month for shipping from China. Or you can spend $40 for the same thing from Amazon, but get it right away.. It is literally the same eyepiece.
I think upgrading your 9mm plossl to that 9mm "gold line" would dramatically improve your viewing experience through the telescope. The apparent field of view is 66 degrees vs just 52 degrees in your plossl, and the true field of view would upgrade from 0.66 degrees to 0.91 degrees, letting you see more of bigger objects.
9mm in your scope is about optimal IMO. The view isn't too dim, and magnification is much better than the 20mm. However, initially you may prefer the brighter view through the 20mm eyepiece, everything will just be smaller. You would probably want to start out trying to find all objects in the 20mm, and then add the 9mm once you've zeroed in on where it is.
You may even want to consider getting a simple 32mm Plossl to make finding objects even easier. A 32mm Plossl in your scope will give you a true field of view of around 2.5 degrees. So once you have the rough area aimed at with your red dot sight, the 32mm Plossl can take over to help you locate the object.
To find objects, I strongly recommend getting Sky Safari Pro for your phone. It's $20, but it makes searching for and finding objects super easy. You can even customize it with your equipment to show the field of view circle of say, your telescope + 20mm plossl, or your telescope + 32mm plossl to help you star hop. It has a "night mode" which turns the whole screen red to help preserve your night vision.
Then, in terms of what to see, check out the following catalogs to start:
From a class 3 site, all of those should be visible. The Messier catalog might be easier to start with.