My must have filters for landscape work are a CPL (circular polarizer), solid ND (.3, .6 and .9) and grad ND (.3 and .6), they are all Cokin P and if you keep them clean you can use them with the sun in the frame, as for example in this image:
It's certainly not my best landscape photo, and you can even see the tripod foot at the bottom of the frame, but it was the first I found with the sun in the frame that I was sure I used a grad ND on and I was too lazy to crop or clone out the foot before uploading. This is, after all, just to show that you can use Cokin P filters pointing at the sun.
I also do a lot of exposure blending as sometimes I need a reverse grad ND (which I don't have) or when there are objects like trees or mountains that just won't work even with soft transition grad ND filters.