The Cokin filter system comes in three sizes: A Series, P Series, Z-Pro, and X-Pro. The A series filters are 67mm x 67mm square and can cover lens thread sizes ranging from 36mm to 62mm. I bought the P series holder because I planned on using the filters with bigger lenses. The P series are 84mm wide and fit thread sizes 48mm to 82mm (except 54mm) and work with most of the lenses the A series will fit as well as larger front element lenses such as the common 52mm, 62mm, 67mm, and 77mm Nikon threads and 58mm and 77mm Canons. The Z-Pro filters are sort of expensive but are made of “3rd Gen CR39 Organic Glass developed by Cokin” instead of CR39 Organic Glass (used in most eye glasses) like the smaller filters and will fit lenses with threads ranging from 49mm to 96mm (except 54mm) and are 100mm wide. The X-Pro fits threads from 62mm to 112mm and are even bigger.
The Cokin Graduated Neutral Density filters are extremely useful, regardless of which size you prefer. The main reason to use a graduated neutral density filter is to keep from blowing out the highlights in the sky of a landscape style photo. The filters are dark on one half and clear on the other, the only difference in the various styles is the way they fade from dark to clear. The Cokin ND8 P121 has a hard/fast fade. The P121 is most useful when the contrast changes from bright to dark quickly (like a sunset at the beach) The ND8 P121 S has a more gradual fade than the P121 but harder/faster than the P121 F and is great for when the scene is not split by a hard straight line. The P121 F is dark on one side and clear on the other. It fades evenly from one end to the other and can be slid way down to make a nearly even neutral density filter for long exposures. 
I have the Cokin ND8 P121, the ND8 P121 S, and ND8 P121 F. I only bought the ND8s because the ND4 and ND2 looked like they would be too light to make much of a difference. I’m sure they would be useful in certain situations. Adorama sells all of the Cokin line in just about every size. If you buy them from these links or through the banner at the top of the page, it will help me keep this site going.
(Most Cokins are currently back ordered because of Cokin's management buyout, but Cokin will be back soon)
