The screw-in type can be fiddly in wind, however they can be great, but a ten stop screw-in filter is hard to focus through, even though you can use IR AF focus on my canon. I feel these Cokin filters are more versatile.
The benefit is they enable you to focus on the subject, then when you are happy you slide the filter down into place then if necessary re focus, if needs be.
I used three filters for this shot:
Cokin ND8 (Graduated Grey) Very dark but not as dark as my class 14 Welding mask glass filter.
Cokin ND4 (Grey0
Cokin Grad Y1 (Yellow)
I shall be using that welding glass filter soon as I can get myself a spare UV filter, what am going to is take a leaf out of someone else's book so to speak. You can use araldite, to secure the filter onto the glass welding mask filter, then use electricians tape to darken out any permeable light.
Once this is done, I shall shoot a series of shots for the white balance test, similar to infrared IR820nm and then see what the results are like prior to processing.
I would like to post a video soon, to show how I have done this too.
So watch this space.