That depends also on your usage. Cokin slot in allows quick changing and the combination with GND of the same brand (or the cheaper copy from Tianya). You will need the holder and the adapter ring for your widest lens, plus step up ring(s) according your lens(es).
Fixed screw in filters take more time to change, you will need the step up rings as well but for any GND you will need the holder and ring anyway.
According Filters for Photographic Lenses - Creative FIlters - www.cokin.co.uk Cokin has ND2 (1 stop), ND4 (2 stops) and ND8 (3 stops) types. With a 3 slot holder and 3x ND8 you can achieve 9 stops maximum.