A few things to note.
1) why a physical filter vs done in post process.
Using a ND filter (screw on) will lower light intensity on the overall image. This will allow you to say smooth water out, or "empty" a street of moving people.
However, the sky will probably still get blown out and as mentioned, no Post processing will bring details back.
So when you now stack a GND on top of the ND, you essentially block out light and bring back details in on the sky.
Note also when using this with windy days, you will see cloud smear too. which can be pretty cool.
Similarly, if you are doing thunderstorms at night, or want to catch moving clouds lit by the moon with a city view at the bottom, you might find the city buildings overexposing. Here you can use the ND to cut out most light for the clouds, and add the GND upside down, to cut out light from the city lights.
2) stacking and vignetting.
This entirely depends.
I would say if you are shooting above 18mm, have a thin ND eg 3mm kinds, you should be ok with the normal cokin P filter system.
Note the cokin P filter system have 2 kinds. One take 3 filters, and thus us thicker, the other is takes only 1 filter, thus thinner.
I use the Tokina 11-16mm on a D90 (cropped sensor). If i have a hoya ND4 filter + cokin system GND, then I can shoot without vignetting at 15-16mm, provided that my cokin system GND filter is vertical. ie my horizon is horizontal. If i want to have some funky angle and need to twist the filter at an angle, i still do get a bit of vignetting.
If the P system doesnt help, you will need to move to the Z-pro series which may help.
Best is to bring your widest lens down and try out.
3) quality issues.
Make sure you get proper gear if you want to stack.
At the end of the day, you are adding physical content in front of your lens be it the ND filter (glass) or the GNDs (resin/glass). And as the saying goes, you get what you pay for.
