There are three common filter types used in photography, especially landscape photography - the ND grad to balance exposure between sky and foreground, the ND to slow shutter speed for blurring clouds and / or flowing water and waves, and the circular polariser.
These filters can be used either in a square system such as the Lee, or screw in. For the Lee system you need a holder adaptor ring for each lens, the holder itself with slots built in, and then the filters can be slotted in as you like. The polariser also needs a front adaptor. This all adds up to quite an investment but is popular because using screw in filters means buying on for each lens filter size you have. This too used to be expensive, but with new high quality makes like the Gobe prices have come down a lot. If yo want to use ND grads of course they have to be square to allow you to position the horizon by sliding the filter up and down in the holder.
ND grads are I believe hardly worth the investment these days. They come in different strengths from 1 to 4 stop reduction, but this can easily be achieved by bracketing your exposure and adding a gradient in Lightroom and / or Photoshop. I believe that LR can move the exposure one stop without any loss of quality, so if you set exposure compensation at -1, and then bracket 3 shots at one stop intervals, you get -2, -1 and 0 exposures which you can load into LR and then change the exposure by another stop, to give you -3,-2,-1,0 +1 possible exposures from your three images - plenty ! Whats more by using adjustment brushes and blending opacity reduction you can follow horizons which aren't straight such as hills - rather than having a horizontal line with the ND grads. Even if using LR to change exposure by one stop does have some quality effect ( which I don't think it does ) this method also means you dont have resin filter in front of your lens which equally may have some effect on quality no matter how clean you keep it.
ND filters are used to slow shutter speed, and common filters are the Big Stopper ( 10 stop reduction ) and Little Stopper ( 6 stop reduction ) in the Lee system. If you have a mirrorless camera then the camera may be able to measure exposure through the filter. An SLR will require a manual calculation - or use an app such as Photopils. The manual calculation is not too difficult - for 10 stops, divide 1000 by the shutter speed without the filter at the selected aperture ) ignore the fraction. So f11 and 1/125 sec without the filter, becomes f11 and 1000/125 = 8 secs with it. f16 1/30 becomes f16 and 1000/30 = 33 secs with it, and so on. For a 6 stop reduction then it is easiest to work from 1/60 sec without the filter , which becomes 1 sec with it. If the native exposure without the filter is one or two stops away from 1/60 , just change 1 sec by the same number of stops eg f8 1/125 sec is one stop less than a 1/60 so the exposure with the filter is one stop faster than 1 second = 1/2 sec. f8 1/15 sec is two stops more than a 1/60 so the exposure with the filter is two stops slower than 1 second = 4 sec. Remember one stop doubles or halves the speed dependent on which way you are going.
ND filters often produce a colour cast, and although this can easily be corrected if you are shooting in Raw by changing the white balance in LR, it can be a nuisance.
ND filters can also be bought as screw ins. I have tested the Lee little stopper ( 6 stop ) versus the Gobe ND64 (6 stop) which is a lot cheaper and doesn't need the holder of course. I think they are equally good and some sample photos are attached.
The Circular Polariser (CPL) is I believe a valuable filter and one often left behind at home. It darkens blue skies and emphasizes clouds when the sun is a right angles - but beware it can produce dark and light gradations across the sky especially at wide angles as the range of lens view is from much less than the 90 degree right angle, to more than 90 degrees so the amount of polarisation varies across the image. A small section of sky at 90 degrees ( between mountains for example or if using a long lens ) will be enhanced nicely though. CPL filters are great for removing reflections in water and windows where the reflected light is already polarised so yo can cut it out almost completely by using a CPL at 90 degrees to the plane of polarisation - just rotate the filter to get the best effect. CPLs also reduce exposure by about 2 stops if rotated to do so, which can be useful slowing down motion as with a ND. They also add saturation a little, and can be useful in woodlands especially when foliage is wet by removing the myriad of tiny reflections. They can also have surprisingly interesting effects you don't expect as with the shot of the house attached - look at the door and windows effect !
So my conclusions would be
ND grads are not much use anymore - use LR and bracketing.
ND's are useful for long expsosures clouds an water especially - screw in or a square system - its up to you.
CPLs are great !!