I have Cokin and some of the cheaper Goja's. For color enhancements the Cokin / Goka's work fine. Where they all have issues when compared to Lee filters is in the ND filter catagory. I have found no color-cast issue that I can see on cheaper Cokin / Goja ND's in the ND2, ND4, ND8's range but once you go past that you may start to see the majenta/purple color-cast people have mentioned. Also, stacking the cheap ND's causes color-cast too even at lower levels so if you do an ND2+ND4 you may well see something that you wouldn't see with just the ND8.
If you're new to filters I'd recommend getting a cheaper Cokin knockoff holder and a the Goja ND2, ND4, & ND8 and see what you think. That way if you don't like them you won't be out much and if you do you're set for a while. A lot of people find they just don't use the filters they buy all that much so to me that's kind of a waste to have $500 or $600 tied up in Lee ND's and a few color/special effects filters. If, after experimenting and using the Cokin/Goja combo you decide filtering is something you want to take to the next level, or if you want to go to extreme ND values, then you're going to have to go "all-in" and get the Lee holder and filters.