I use screw-in UV filters and polarizers, and Cokin neutral density and split/graduated neutral density filters.
I like the Cokin for the split ND, because I'm able to move the split by moving the square filter in the holder.
With a screw-in split neutral density, you're limited to placing the split in the middle.
I have some other Cokin filters I used for film (red, yellow, warming, etc.) but I've not found much use for them with digital.
I keep a UV on the lenses at 'almost' all times.
Th exception - I've found that If I stack the UV + Polarizer I get vignetting on my wide angle at the widest settings, so I'll take the UV off when I use the polarizer.
My newest lens is a 67mm, the rest are 58mm. My old Cokin A filters were fine for 58mm lenses, but too small for 67mm.
Last week I picked up the Cokin P filter holder and mounting ring, but they were out of the filters themselves, so I need to pick some P sized ND and split ND filters.
You can follow link and see the Cokin product. Others make square/rectangular filters that will fit in the Cokin style holder.
Cokin Link > http://www.cokin.com/ico1-p1.html
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