I'm guessing you've already got ND grads? I'd definitely suggest getting some before a plain ND if not, they're fantastically useful for landscapes.
As for plain NDs, it depends if you're using a filter system or not. I'd suggest investing in one, they'll stand the test of time as you upgrade your lenses - all you need is adapter rings after the initial investment. I'd try not to so what I've done and repeatedly buy different sizes for different lenses - it's far more expensive! Hitech are a good balance of quality and price, and have a decent 10-stopper of their own. Cokin produce reasonable results at an even cheaper price point, but you won't find a Cokin-branded 'big stopper'. Don't worry about the Cokin doom-mongers, they're really not that bad. If you're feeling flush, Lee are the filters to go for.
As for screw-ins, I've had great results with the B+W 110 10-stop filter. If you're after something less strong, there are loads of options, but try to get multicoated ones if you can afford it. Stacking filters is not usually a good idea, so think about what you want it for and pick accordingly.
And if you're really feeling ghetto-cheap, lots of people have success with welding glass held against the lens. Strong colour casts, so you might be restricted to moody black and whites, but good fun nonetheless.