If the filters are cpl (circular polarization) or neutral density filters, don't ditch them. Once you become more advanced with you photography, you will probably find some use for them (whether you use Lightroom or not).
Would you want to get another lens for low light/indoor? That is up to your own needs and desires. So, explore your camera and make your decisions then. If you do, I can give 2 suggestions. First of all, I suppose the prime is 50mm 1.8? It sells for something like $100 new or $50 used. Don't sell it. Considering its price, it is a rather good and fast low budget prime to accompany with a cheap zoom. It is a bit tight for indoor photos but once you use it, you'll find out if you need something wider. If you do, I could suggest Sigma 17-50/f2.8 that I personally have (or the same lens from Tamron). It is pretty good, relatively fast, comes with image stabilization and you can get it for less than $300.
My understanding is that the Sigma is about 11-12 X's zoom. What if I wanted to jump to a 15 or 20X, "better" to "best" quality zoom
Your Sigma already has quite a wide zoom range. There are not many lenses that cover a wider range. You should ask yourself what you mean by "better" or "best". If you mean wider zoom range, Sigma, Tamron and Canon have some 18-300 (or so) lenses that cost something like $600 and up. On the other hand, if by better you mean better image quality, you should look for shorter zoom range lenses (or even better, primes).
I am not familiar with tele lenses so I don't comment them. Regarding to the video, taking sharp video shoots with a DSLR is not easy at all, unless it is a scene where you can keep the same focusing distance all the time. Before buying another DSLR for video purposes, I suggest you to try it first with your current camera. You could also explore open source firmware named Magic Lantern. I think it should enable 24 and 30 fps with 500D.
Another things that you could consider is a speedlite. Be sure that it has a rotating head (you want to bounce the light from e.g. ceiling) and e-TTL (automatic power adjustment). You could get a Yongnuo for something like $70.
Good luck with your new hobby.