In reply to stroppygob:
Unless you're going to expose separately for sky and land and then blend digitally later, I'd say they are essential.
Their use isn't always straightforward, however - if the horizon is clear (e.g. in seascapes) then it's easy, but otherwise you may end up having some work to do in the digital darkroom since anything above the transition line will be under-exposed. This is more so for 'hard' grads rather than 'soft' grads.
I've used the Lee system for several years now. Not the cheapest but very reliable and excellent customer service (for example, I lost a component from my filter holder, phoned to order a replacement and it was waiting for me when I got home the next day, free of charge).