Assuming you'll be using screw on filters, first you want to figure out what size you need. If you have multiple lenses you want to use filters with and those lenses take different sizes, going with the largest size and then using step down adapters can save you a lot of money.

What brand you should be looking for depends on how much you want to spend. I usually settle on either Hoya or Tiffen filters which are generally a decent balance between price and quality. Multi-coated filters are superior due to their coatings which correct for color aberrations, but they can add considerably to the price. For instance, Tiffen's MC grad ND filters cost almost twice as much as their non-MC filters.

One thing that is very handy, especially for filters you will be taking on and off a lot like grad NDs, are the Xume magnetic filter holders. Basically how they work is you buy one lens adapter and then buy a filter adapter for as many filters as you want to use at once. Instead of screwing each filter on, you just pop each one on and off and the magnets hold everything in place. Not only is this more convenient, it lessens the chance of damaging filter threads from cross threading.

not the rectangular ones that slip down into a holder. The lenses I'll be taking are all Canon L lenses, which are 77 mm, so I don't need to worry about different sizes. Some reviews I've read kind of bad-mouth the screw-on lenses, but it seems like it would be easier and save some money. My head is spinning from all the stuff I've been reading.

A graduated ND is part of the enormous number of filters offered in this program. The only analogue graduated filters I have are the old slide ones like you are describing, and I rarely use them.

You can go broke just buying analogue filters.

but since I'm going on this learning excursion and the filters are some of the suggested equipment to bring along, I'd kind of like to get the instruction on how to use them. I know I could do HDR, layers, so on, but I like the idea of getting it right in the camera if I can.

I have gotten some good filters at a reasonable price by rummaging through the used Filter Box at my local camera store. If you have to get several graduated ND filters you're talking some serious coin. Good luck.

I could afford up to about $250, but I would prefer less. I'm sure I would use them in the future, but they wouldn't be something I'd be carrying around with me on daily walks or whatever. I'd have to be shooting for a particular purpose -- like a workshop. I like Carl Johnson's photography so much, and I want to be able to do what he does.

http://www.carljohnsonphoto.com/

tiffen
b+w
hoya


i only use screw on filter,the only time i have a problem is with a very wide angle lens sometime i get vignetting depending on the thickness of teh filter and how wide