I've used Cokin's A Series for their splits and full 2 stop ND filters. I want to get an 8 stop, but hasn't happened yet... They are the square, slide in, etc... You can rotate them as needed for what'ev reason you have.... Splits are great for scenic shots with bright skies, dark waters, etc... Just line them up on the skyline and instant dynamic range! The fulls ND filters are handy for water photos where you really want to slow things down. You can get some amazingly silky smooth tidal shots during the day along the coast, dreamy rivers and waterfalls, etc...
There's a company out there that makes a variable ND filter, but for $250-$350... You can dial in 2-8+ stops with a single piece of hardware... Don't remember who made it, as the price wiped it from my brain...
I think Cokin may be dropping the A-Series filters, or at least my local camera shop is... They are only good up to 62mm filter mounts, but that covers over half my lenses at least... They can be found for pretty cheap these days... Sure, they take up a little extra room in the bag, but... Nice options to have...