What filters to get for newbie?

Just started to take the odd landscape shot and the advice I have received suggests ND filters would be usefull. I use a 17-40 L on a 10D. What filter system would you recommend and does anyone know of any good deals on starter sets. I'm UK based.

For UK, ND grad filters will suite best as not much support from sun angle for polarizer.
Cokin P system is much talked here.

If you're thinking of graduated ND filters, then the rectangular ones (Cokins have a slight colour cast; Singh-Ray, Lee or HiTech are truly neutral, but more expensive; you can still use the Cokin holders with them) are the way to go. For uniform NDs, you might be better off using a threaded one instead; you'll still be able to use a hood with it that way.

As to whether you want grads or solids, it sort of depends on what your goal is. Grads will help you reduce the tonal range between the sky and the land; solids will allow longer exposures to blur out water and (if they're dense enough) make people mostly disappear for instance.