Not sure what you mean by HD filters (or do you mean ND?).
The square filters are great (Cokin, Lee etc) and essential for using ND grads for landscapes. I'd start with Cokin as they are pretty good and reasonably priced, then look at the more expensive ones later.
But I find my Cokin set suits me fine.
If you want a polariser I'd recommend the Hoya Pro 1, amazon sell then for under half price.