I think that depends on what you want to shoot. If you shoot primarily landscapes a three stop ND grad. I have used the Cokin system for years. Threaded filters put the edge of the graduation dead center of the filter so it's not good with the rule of thirds in mind. Although my holder is Cokin I am currently using a Singh Ray three stop soft. I just upgraded to the Z pro size so I can now use my 17-35mm all the way to 17mm without vignetting from the edge of the filter holder. I can stack up to three filters on one side or reverse it so I can shoot wide without excess holder sticking out. The Pro Z filters are wider which is needed on lenses that are 72mm filter size or larger.
Amazon.com: cokin z pro filter holder
There are now nine and ten stop neutral density filters that can be used for extremely long exposures to catch movement in coulds and water.