If you shoot in and around water both a ND filter and polarizer will be very handy. I don't know of any software solution yet that will remove "glare" from water, rocks etc. as polarizer will. I find I use them less for skies as modern digital cameras seem to have enough Dynamic range and with ultra wides, a polarizer is pretty much impossible to keep even on a sky (especially a solid blue one). I also will use a polarizer on a bright day, with intense sun as it will help to take the glare off of the leaves and pull back a bit of the color. On a dull day, this issue is not as important. When working fall foliage, the addition of a polarizer can help make the colors stand out better, depending on your angle to the light.
ND is always in my bag, as again with water, I have don't know of any camera with enough DR to allow me to shoot at 1 second to 10 seconds. I don't like the freeze look of water when taken at a faster exposure unless I am shooting water action shots, Kayakers, skiers etc. A ND will allow you to get much more control over slower exposures without having to dial into a aperture of F16 or higher where you start to see diffraction issues.
ND grads, as many have already posted can be troublesome. I like them at times when working early morning/late evening to help mange light. However if you have trees or other subjects close up, they can be overly darkened by the grad so the shot is very subject dependent. I like the reverse grads also.
The D800 many times allows a single frame to be worked, where in the past I would have needed 3 with my Canon's. This is due to the lack of ability of the Canon's to pull up shadows without excessive noise. The ability to pull up a shot as much as 2.75 of a stop without excessive noise is still very impressive to me.