I agree that screw in graduated filters aren't much good and that Cokin square filters have excessive color cast. I use Singh-Ray filters in Cokin P-size filter holders, a combination that is used by many photographers.
You can use square filters without holders by hand holding the filter in front of the lens, but I find that difficult. It requires that the camera be on a tripod. My tripod weights several pounds; the filter holder weighs about an ounce. With a filter holder, I can hand hold the camera. So, when backing, I sometimes opt for the holder rather than the tripod.
First, you will need an adaptor ring to match the filter holder to your lens. You can save money by buying the ring as a package with the Cokin filter holder. This will give you a filter holder that allows you to stack up to 3 filters and adjust the height of each one independently. However, this holder is quite thick and causes vignetting with wind angle lenses. So you need to also get the Cokin wide angle holder which holds only one filter. It is much thinner and causes much less vignetting. I use the wide angle holder about 90 percent of the time.
You can choose between filters with a hard graduation from clear to opaque or with a gradual or soft graduation. Keep in mind that skies are darkest near the zenith and lightest near the horizon. You need the most correction near the horizon, but filters with soft graduations produce the least effect near the horizon. So, I generally use filters with hard graduations and 2 or 3 stops of correction. However, for jagged horizons, such as mountainscapes, soft graduations work best. If you follow the rule of thirds and put the horizon one third of the way down from the top edge of the frame, you won't get much correction from a 2 stop, soft filter. It starts out with zero correction, then slowly fades to 1 stop. By the time you get to 2 stops, you may be off the top of the frame. So, my only soft filter is a 3 stop filter.
These are great tools that should be used by more potographers.
