Color saturation is already typically highest on overcast day, or when shooting in open shade.
Harsh direct sun light does in fact reduce saturation, and is the most challenging set of conditions for outdoor photography.
If you shoot digital, it is important to adjust your white balance for overcast condition by setting a K value higher than normal daylight, typically in the 6000 Ks. Failure to do so will result in the appearance of bluish cool cast which is easy to mis-interpret as lack of saturation.
I am not aware of any benefits of the usage of a neutral density filter on saturation (except perhaps at very low illuminations where the reciprocity effect starts to come into play, but under-exposure is the actual phenomena taking place).
The only filter I know that can improve saturation without affecting the color balance is the polarizing filter that does so by reducing the amount of reflections on wet surfaces (leaves,...).