I would really suggest shooting in RAW. This might be a once in a lifetime trip and in any event, the scenery is spectacular. You will really appreciate the flexibility in working with RAW later. That being said, if you can download your cards to a laptop each night, you'll have plenty of card storage.
Even if you decide to shoot JPG, bring your laptop for storage and make sure your laptop has a correct card reader! or bring a USB card reader.
For the filters, the polarizer can really add punch to photos. I would definitely take it and use it as much as possible. Keep an eye on the effect on the sky though. At those altitudes, it is easy to rotate the polarizer to an angle where the sky just looks too blue. If you are using a tripod, the light loss through the filter should not be a problem. On some of the geyser pools, the polarizer helps cut through the surface haze and you can get some excellent photos of the underwater textures in the pools.
If you shoot RAW, the warming filter isn't needed since you can adjust the color temperature in post processing. If you use the polarizer, you can skip the UV, too IMHO.
Take at least one extra battery pack.
You didn't say where you were staying, but if you are camping, you might want to take a inverter to plug into the car "cigarette lighter" outlet so you can power the laptop and recharge batteries.
And, the most important thing is to bring an alarm clock and get up real early for that dawn light! You won't regret the impact that the dawn (and sunset) light will have on your images.
You're going to love Yellowston and the Tetons!
Have fun, David