My experience with filters is that you really need to invest in the nicer ones or they just are not worth using. If you think about it, a good lens can cost several thousand dollars. If you slap a cheap, poorly made filter on the front of it you’ve essentially ruined a expensive lens. When buying filters, check the reviews and make sure you’re getting a quality piece of glass.
Many photographers seem to agree, Lee Filters are the gold standard in filter systems. Get started with the starter kit that comes with the Lee Filter holder, two ND filters, a case, and cleaning cloth. You’ll also need to get the correct adapter ring for the lens you want to use. Read more on their website.
For photographers always on the go, the Variable ND filter from Light Craft Workshop is a great alternative to carrying multiple ND filters. This single filter gets darker or lighter by rotating the integrated outer ND glass. This saves you from having to pack multiple filters with varying degrees of darkness.