Marc, you sound a bit new so apologies if this is already obvious. . .
decide whether you want screw on filters or rectangular ones. the rectangular systems are particularly good for ND grads as it allows you to move the graduation line up and down in the shot as well as angularly (so you dont have to position the horizon to suit the filter, you can move the filter to suit the level of the horizon in your shot)
also rectangular filters will fit any size lens, the filters go in a holder, the holder fits to (and rotates on) the end of the lens with a screw on adapter, you only need a new screw on adapter to fit one set of expensive filters to a different sized lens. Another advantage is that rectangular filter system holders (of the right size) allow more than one filter to be used simultaneously without the risk of vignetting
polarizing, you need CIRCULAR (or CIR, CIRC) polarising for auto focus cameras (not LINEAR or LIN), this refers to the polarising coating, not the lens fitting. They are available in screw on and rectangular types (they are actually round so they can be rotated for polarizing alignment but fit in the rectangular filter system holders)
there are basically 3 different rectangular filter sizes, but different makes of filter are interchangeable within a filter size. You need to get a size big enough so that it wont vignette with your lenses (and future wide angle lenses if likely).
ND grads are available in different ND densities and with different degrees of graduation. I dont know more, I just know it exists, there are threads about it here on TP.
now, over to the experts