You don't actually need a "circular" polarizer. A linear one, which is typically cheaper, works fine with our cameras since they don't have an internal mirror like a traditional SLR camera. Regardless, adding a polarizer will cut at least 50% of the incoming light so using fast lens is even more important. Of course, installing in the proper orientation is also critical. With the circular ones, there is also a front and back to worry about.
The one that comes with the SGGCX2 is a high quality circular I think. Very nice that they included such a nice unit.