"wat filter and effects would help make my sound pro"
You'd be looking for the 'pro filter' I think.
"and also how do i get to hear the sound before playback ?"
You can hear the sound while you're recording if you've got a full duplex soundcard. Otherwise, you're out of luck. But as far as I know, nobody makes anything except full duplex cards these days. So you're in luck after all. Lucky you.
"and is cakewalk and pro tools better"
Cakewalk: not really. Protools: slightly.