For my birthday last year, I was gifted with an ND grad (.6,
i.e., two stops) filter. I haven't used it very much in regular shooting, but a recent trip out to a local tourist trap provided some opportunities to use it. I've been trying to refine a raw workflow, but my hardware is limited and it has been a bit of a struggle to produce images in a timely fashion.
Neutral density filters are useful for a variety of scenes. An ND filter reduces the light hitting the sensor by some amount. This is helpful for scenes with a wide dynamic range (
e.g., a sunset) or when additional motion blur is desired. In the former case, the filters are usually graduated so that the horizon can be set properly: above the grade, light is reduced; below the grade it is transmitted without change. This is the sort of filter I have, but it serves in both capacities because it is large enough to fit over a 52mm lens without touching the grade.
Images with discussion following the jump.