You should avoid stacking filters as much as possible. I have used a CP and Grad ND together, but that is about as many as I am likely to stack. Also, the CP is a B&W (good filter) and the Grad ND is a Cokin. Be sure to remove your UV filter if you are using another (there is no need for it at that point).

Below is a link to a Lens Rental blog post were they did some tests with stacking filters. Although they took it to the ridiculous by stacking 50 filters, they also did a stack five cheap UV filters and there was a hugh difference (looked hazy).
http://www.lensrentals.com/blog/2011...th-bad-filters