The screw in filters are quite limiting as the graduation line is fixed.
The advantage is a sliding filter (Cookin, Lee, +others) is that you can slide the ND part of the filter up and down to suit the horizon or what ever effect you are after
This needs to be done with the lens stopped down to the aperture you are going to shoot at – so you can judge the effect
Most people go for a 2 Stop (or 0.6) ND filter to start with (works well with Transparency film)
The question of Hard Grad v Soft Grad is the question.
A Hard Grad has a very clear cut off between the clean section and the ND part – great for clean flat horizons
A Soft Grad has a soft gradual transition between the clean section and the ND part – better for broken and non horizontal horizons.
A Soft Grad is easier to master and mistakes are not as obvious
The sliding filters require a Filter Holder that screws onto the front of a lens.
It then pinches the Filter with enough force to hold it firmly in place but still allowing you to move it up and down as you examine the effect in the viewfinder
Lee are top notch filters, Cookin more middle of the road fare. How much you are prepared to pay will probably decide what you choose to buy.
Hope this has been of some help