Adjustable Density Filters
Go for the Cokin type filters. They are adjustable (like you say, is good for grad filters) and are adaptable to any lens. You get one holder (go for the "P" system, unless you have lenses over 82mm in thread diameter. Avoid the "A" style, you will probably outgrow it), and a series of adapters for each lens.
I am sure glass is better than plastic, but the Cokins seem decent in my experience.
Film is a four letter word