Cokin also do a 10 slot box, which can optionally fit in the holders (the standard pockets can be removed). The downside is the amount of room they take in the backpack. Have recently bought a super-cheapo 40xCD wallet, as an idea to reducing the room required, and the bonus of being able to see the filter code as I flick through. Not ideal for all filters though (e.g. split field) for which I will continue to use the Cokin holder stated by JS. Yet to do an outing with the cd wallet setup, but for the flat square types, the cd wallet seems ideal. Could of course just take a few instead, but have found that you never know just where and when you'll be when a shot. scene or exposure may benefit from an adjustment, compensation or something a little more glass can provide. Similarly, can guarantee I'll not know which lens will be used, which is why I opted for the advantages of the Cokin system.
SMC-DA 18-55mm: 28mm
ISO 200: 6 sec @ f27
Cokin B42 (Galaxy)
Wanted a passing record of a small town's festive illuminations. Intrusive brightly lit stalls and everyday street lights seemed distracting. IMHO, by using the filter the unwanted extras were able to take a more positive role in the record. This is the first and only time have used the particular filter - tend to always carry them, though rarely use them.
My only regret is that I opted for the A size (fortunately at present I do not own any lenses with a diameter that cannot be met).
Optically have not found the Cokin set to be an issue, though do prefer using the linear polarizer on manual focus to the circular on auto - IMHO, the linear gives better colour.
After all the waffle, should point out that am just a beginner, trying to explain why am happy to have gone with the Cokin system.