I have a Cokin holder. I selected this over the Lee based on a comparison I saw done by Darwin Wigget. I use the 4x6 holders.

I've been playing around with different filter brands. I think that Cokin gets a bit of a bad rap, but there is a difference once you start stacking filters. In particular, the Lee provided much more accurate colors when paired with my 6 or 10 stop ND filters. When on their own, the Colin's are pretty good.

I am working on limiting my filter kit. I think the ideal 3 grad filter kit would be a 3-4 stop reverse ND filter (I currently have the Singh ray 3 stop nod-lots of warm color caste with this filter), lee 2 stop hard edge grad filter and the a lee 3-stop soft edge filter. I still vary that a little as I've yet to finalize.

For solid ND filters, my 6 stop B+W solid ND filter is probably my most used. But the 10 stop is typically needed to smooth water in the pool below a water fall, or blur people to the point they disappear. I have a 3 stop hitech that I almost never use, but that is my style.

So grad filter rankings would be Lee-Singh ray then Cokin/hitech.