I'm mot sure how an ND filter would help a shot like the one posted. If the intention was to bring the sky down an ND Grad would do it.
If you're looking to try ND filters and grads without spending any serious money, Digital Rev do a cheap and (definitely) nasty starter set for about £15, IIRC. I wouldn't recommend them for anything other than test/training purposes, but at least it saves spending Lee money and finding out you don't like/need what they actually do.