If you have done research on this piece of gear, you may have found an overwhelming amount of information and options. This write-up is designed to clarify what the best options are.
Graduated neutral density filters are offered as both circular filters, which you can screw onto a lens, as well as square filters which can be held or used with a filter holder. The circular graduated filters forces you to place the graduated line half-way through your scene, most of the time this is not where you want your filter position for the best composition. Be sure to get the square graduated filters! This will allow you to use these filters with any of your lenses (with the exception of lenses with a bulbous piece of glass), regardless of the filter thread size.
Graduated neutral density filters are offered in both "hard edge" and "soft edge" versions. Both have their own place. Soft edge filters are used in areas where your horizon line is not completely flat (mountain scenes, horizons with trees sticking up, really anything that is not 100% flat and clear). Hard edge filters are only used for completely flat horizons such as the horizon on the ocean, or a field in Nebraska). You will need "soft edge" filters for Zion, and most locations that you travel to on your own to photograph.
These are the brands that we would recommend.
Cokin P Series filter kit - $70 - Click here to view on Amazon.com
This is the least expensive option for filters that we would recommend. These, like the higher end brands are constructed of resin. This is our go-to choice for graduated filters. Resin filters can scratch easily. Due to the harsh elements in this area, we prefer these. Because the set is so inexpensive it is not too painful to throw them away when they are bad, and get a fresh set. We have experience with many different filter brands, and have seen no visual difference in the quality of the image.
There is one major drawback with this filter set however. If using the filter holder which comes with this set, along with your lens at its longest focal length, you actually see the filter holder in the image. This means in order to use these with your widest lens, and it's wide end, you must handhold the filter. This is our standard approach typically, but can be problematic when using very long shutter speeds.
LEE Graduated filters- $365
Filter Set (does not include holder) - $275 - click here to view on Amazon.com
Filter holder - $90 - click here to view on Amazon.com
The LEE Filter system is the industry standard for landscape photographers. These, like the Cokin brand are constructed of resin. The benefit of this filter set over the Cokin series is that it gives you the availability to use these filters at the extreme wide ends of your lenses with a filter holder, rather than having to hand-hold the filter up to your lens.