Graduated density filters

I posted this over at the landscape forum but I thought I would try here too. Here was my query:

I need to purchase one of these to do some landscape work with my Nikkor 24-70. I think I should probably start with 2 stops and if I need three purchase it later. Here is my question. which is the better filter, one that simply screws on like my other filters or the type that slides into the holder? Thanks for your help

--
Shoot when you can and take the day off if you find you can't.