Circular Polarizer and ND filters are all I use.
Circular Polarizers (CPL) is primarily to cut reflections. Like when photographing a waterfall or creek.
Neutral Density (ND) filters are used when you want to lower your shutter speed. Like for example my ideal shutter speed when photographing waves at the beach or waterfalls is 1/5th of second. But if it's too bright out, you won't be able to get your shutter that low, then you can put an ND filter on to cut the light more then your aperture, ISO or shutter speed could.
ND Grads or Graduated filters will typically be square and require a special filter holder you screw on your lens. I have tried to hand hold them as Alan said he does, but the filters scratch super easy, and when I would hand hold them they would get scratched and ruined within 2 to 3 times of using them. Even knowing that if I let it touch the lens it would scratch, an accident would happen.
The point of the ND Grads was back in the days of film when the film has very little dynamic range. So if you had a super bright scan, and the ground was dark or in shadow you would place the ND grad so that the dark part of it was over the sky (letting less light in) while the clear part of the grad was over the ground that was dark and you wanted all of the light to come through. The goal then would that it would balance the exposure in the image. Without it you would either have a blown out sky or if the sky was exposed okay, the ground would be way too dark.
But now... modern technology has rendered ND Grads obsolete in my opinion. I have a full set, I probably have 2 full sets in fact. I even have a Reverse ND Grad which did wonders when photographing the beach. But now? I haven't used any of them in maybe 6 or 7 years. That's because our cameras keep getting better and better with increased dynamic range. And our processing software has gotten so much better over even the last 5 to 10 years. I use Photoshop, and 20 years ago if you adjusted the shadow or highlight slider more then 20%, you could tell immediately as it would introduce some weird gray color casts. So an ND Grad was so helpful. But now in Photoshop I can adjust the shadow recovery 100% and the Highlight Recovery by 100% and you can't tell a thing. It's totally a non destructive adjustment now.
Alan said he still uses an ND Grad sometimes. Is he wrong? No. There is nothing wrong in using them if you know how to use them correctly. But for myself I don't see the point.
With filters you get what you pay for in terms of quality. I don't have any one brand. But figure you should spend in the $50 to $100 range probably.
