Hi Anna,
Unless you opt for a variable ND filter (not sure if they reach 10 stops), you main problem for a screw-in filter will be that you compose your image, screw your filter to lens, take the picture, and then decide you prefer to try another composition, unscrew the filter, recompose, screw again... and so on... It is easier to put a filter in a slot than screw-in/out the filter...
Now, with the slot-in/square filters you have the problem that you need to make sure the filter and the filter holder does not leave any small hole between the filter and the holder, if there is any hole you can have light leak that will ruin your image (I have the Lee Bigstopper that has some foam in the filter corners to avoid this... other friends have a different one from other brand (I don't remember the name now) very large to use with the Nikkor 14-24 lens, that from time to time they get light leaks... ).
Then you can not use your lens hood with the slot-in filters...
Regards,
David