The only filters I carry is a set of ND's. I only shoot RAW so I can pull back most skies, also using a polarising action I can get even more info(I do have a polarising filter and Den is right about buying a good one).
Never use a holder, just stick it in front of the lens. Cowboy? maybe

But it still works and if I use them at weddings I could not use a holder because it limits movement and the use of a hood. I could go for screw in but it takes too long to screw the damn things on and off.
Oh happy days! I miss using the old Mamiya and the full blown filter system and I am in total admiration for you landscape guys who still have that wonderful element of time and are able to produce such stunning images.