I have no personal experience with Canon's adapter. But what I've read is that there is some vignetting if you attach a filter between the adapter and the hood. One solution (for people who already have that hood) is to slightly zoom when in wide angle.
But you can get a hood with threads in the front, so you can attach a filter without pushing further the hood from the adapter and thus, avoid vignetting. I have one of those collapsible hoods without problems. It is ugly, but it does the trick and it fits in a slim pocket.
Or you can get a better looking cheap flower hood from eBay. I also have one and no vignetting with a filter behind it.
This leads me to remind you that there are other alternatives to the expensive Canon adapter. Lensmate and fotodiox (two rival companies, so I'm not advertising) fabricate very good quality adapters. You can take a look at them if you prefer a metal adapter instead Canon's plastic one, and to save a few bucks.
