The best set-up (in my opinion) you can get is the Lee filter system. I recommend the 100mm resin filters, which are also referred to as 6" x 4" or 150mm x 100mm.
You will need an adapter ring to go on the end of your lens. I recommend the wide angle version for your 10-22mm, but that will also fit your 70-200mm. Obviously you need the 77mm size.
You also need what they call the Foundation Kit, which is the filter holder and enough (removable) parts to make a 4-slot holder. You also get a screwdriver and some different length screws with the kit, so you can add or remove filter slots. You won't need a separate holder for each lens.
The filters come with their own soft pouches, made out of the same material as cleaning cloths, but I thoroughly recommend that you get the Lee filter case, which has 10 filter slots (like pages of a book), and has a zip to close it. These are sturdy and offer great protection to the (expensive!) filters.
For the filters themselves it depends on what you want to do, but you can use them on either of your lenses. Bear in mind though that soft edge gradient filters won't be much use on the 70-200mm due to the field of view with the longer focal lengths. The same applies to the hard edge gradient filters, but to a lesser extent. I often use them on my 70-200mm at the 70mm end, but they aren't much use with the longer focal lengths.
I use the foundation kit (with three filter slots fitted and on a wide angle adapter ring) and it doesn't vignette on my 17-40mm at 17mm. Your 10-22mm on a crop sensor body has a 6-degree wider field of view than my set-up so you might get some vignetting, but you could always remove a slot if you don't need it.
If you are on a budget then you could look at Hitech filters. In my experience they aren't nearly as good as Lee, so I wouldn't recommend them unless the Lee filters are too expensive.
I hope that's of some help to you.
Mike
