I have the Lee Big Stopper, as well as screw-in 10-stop NDs (77mm B+W and 82mm Schneider Optics). There are advantages and disadvantages to each. The Lee is more work to set up (you need a holder and adapter ring), but you can compose the shot, focus, etc., then slide the filter in place. Also, the Lee holder allows you to use graduated ND filters (with/without the Big Stopper). The screw-ins are easy to mount, and take up less room on the bag. In bright light, Live View can exposure simulate even with 10 stops of ND, so you can focus and meter. In dmmer light, you'll need to focus and meter, then mount the filter and adjust by 10 stops (and you'll either need to switch your lens to MF or be using back button AF, else the camera will attempt to focus when you go to take the shot). The screw-in filter also combines more easily with a CPL (you can do it with the Lee, but you need to either have two foundation kits and the tandem adapter, or the 105mm front ring and a 105mm CPL).

Personally, if I'm going to use a grad ND, I bring the Lee setup, and if I know all I'll want is the ND or ND+CPL, I bring the screw-in.