The SX10, SX20 and SX30 Canon Super Zooms do not have a standard thread on the end of the lens barrel. It is a bayonet type of thread designed for the quick changing of a Canon lens hood which comes standard with the SX10 & 20 but is optional with the SX30.
Some people have been screwing 58mm filters directly to the lens barrels on these cameras, but the threads do not match. They are basically wedging the filter on. This does not sound like a good practice to me.
A better way to add a filter to one of these cameras is to get a filter adapter that has the bayonet mount on the barrel end and standard filter threading on the other end for attaching the filter. Both Canon and third parties make these types of adapters.
The Canon adapter (FA-DC67A) is listed on page 41 of the manual as an optional accessory. This adapter has more of a "lip" for the lens end, resulting in a larger diameter and thus requiring a 67mm filter. Do a Google search on the above number to see an Amazon link with a good photo. (Amazon would not let me post a link in this note, possibly because it is not a current item.)
There are a couple of third party adapters that are more tube like and are designed to accomodate a 58mm filter. One is from Lensmate (Google it) and the other appears to be by Janco and is sold by Amazon. Here is an Amazon link with a photo of the adapter.
58mm Filter Adapter for CANON PowerShot
So, to answer your questions: 1) Yes you need an adapter if you want to avoid a thread mismatch between the lens barrel and filter. 2) The size of the filters needed will be determined by with adapter you buy.
As of this writing, every site I checked shows the Canon adapter out of stock. I could not even find a listing in the Canon Store. I do not know if it has yet to come to market or if they discountinued it or if it is just temporarily out of stock.
The Lensmate is more expensive than the Janco, but it appears to be better quality. The Lensmate is made from a softer non metal material. They claim that was done to reduce the chance of damaging the lens barrel threads. I went with the Lensmate because of good experiences with their product on my previous camera. The current adapter works great with my SX30.
Be aware that 67mm filters that fit the Canon adapter are more expensive than the 58mm filters that fit the third party suppliers. Lensmate does not recommend stacking 58mm filters if you want to avoid the possibility of vignetting. Maybe Canon went with the 67mm size to reduce the chances of vignetting with stacking or using thick filters, but this is only a guess on my part.
Keep in mind that the Canon Lens Hood shares the same bayonet mount as the above mentioned lens adapters, so that means you can not use the hood if the adapter is attached. Also, the Canon supplied lens cap can not be attached when using the lens adapter and filter since it goes "inside" the lens barrel. Lensmate sells a cap (with cord) that will attach to the 58mm filter. Amazon sells what looks like a very similar cap (but without the cord, which is listed separately) that should work if you go with the Janco adapter and filter.
Zeikos ZE-LC58 58mm Plastic Snap On Lens Cap (Black)
Since you mentioned that you are going to use a UV filter, check out the filter reviews on Lenstip dot Com. Click on the "Articles" tab near the top of the page, then look for the two UV Filter Review articles. I ended up going with the Hoya Super HMC 58mm UV filter.
I would call Canon and bitch them out. Sadly, it seems like all the manufacturer are doing the same thing and I think it's a crock. Who wants to sit at the PC and read what I heard is a 96 page manual with COPY stamped on it. I was going to buy the 20is and found out there was no manual. I don't have to have a Canon for a P&S, I would rather find one with a manual, which I haven't yet.
I understand you to be asking if you can use a Canon EF75-300 telephoto lens on a Canon SX30IS camera. The answer is no.
The SX30IS is a Point and Shoot camera, not a DSLR (Digital Single Lens Reflex). Point and Shoot cameras for the most part do not have removable lens. Therefore you can not replace the existing telephoto lens that comes on the SX30IS with the Canon 75-300 lens intended for a DSLR. The SX30IS lens is integrated into the design of the camera.
If you are looking for a camera where you can exchange lenses, then you best option would be to get a DSLR where you can remove the lens. You could also consider a 4/3 system camera, but they do not use lenses intended for DSLR cameras.
I'll take a guess too.
It looks like they use the adapter ring to fit 67mm filters to avoid vignetting with the wide angle lense. Since the number 67 appears in the code for the adapter and the number 60 appears in the code for the lense hood, I'm "guessing" the lense has 60mm threads, which don't exist in any normal filter size.
I bought a Case Logic DCB 304 (http://www.amazon.com/Case-Logic-DCB-304-Fixed-Camera/dp/B0039BPG1A/ref=sr_1_9?ie=UTF8&qid=1297029675&sr=8-9) and it fits great. It's less than $16, it's not too bulky, and it's really easy to get the camera in and out with the lens pointed down.
I have the SX1IS ad SX30IS. Going to sell one of them. I did a comparison of what I called final image quality.
http://www.cameramike.com/cameramike/MEDI_1./Pages/SX30is_compare_SX1is.html Yes - RAW output is an advantage but when you reduce the noise of the SX30 image it is of equal or maybe better quality of the RAW SX1 image. Using my simple non technical setup. I did look at other setting but both like iso 80 the best. I do not need a high definition video - so that difference is not important.