Grad filter sets allow photographers to bring the exposure of the sky and sun down without needing to use HDR, much like this shot here:
Cokin has a great product that screws onto your lens, fits to an adapter and then allows you to drop different filters in front of the lens. These filter sets come in different sizes, and the P size is going to work pretty well on all lenses up to about 72mm, but if you try to start shooting very, very wide, say with a Canon 16-35mm 2.8 L II
@16mm, what happens is you start to see the Cokin Filter holder itself, and have to zoom in to avoid this. It essentially means that P filter series force you to shoot around 24mm, instead of the 16mm you would want in a landscape shot. The Z Set solves this problem.
The kit itself is quite expensive, but if you are doing lots of landscape shots with very wide focal length / large sized lenses the Cokin Z Filter Set
is the only way to go.
For the record, I am also hanging onto my P Series set because I have quite the collection of filters for it and it does work great on smaller lenses.