Well, you can by "adapter rings" for the round filters also, called step-up rings. The step-up rings allow the use of larger filters on smaller lenses. That way you don't have to buy multiple sized filters for your lenses. So if you have a lens that takes 77mm filters (typical size for pro glass), and one that takes 72mm, or 67mm, you can simply by step up rings for those lenses that allow you to use the 77mm filters on them.
They have step-down rings, which do the opposite, but seem pointless to me (vignetting).
If you're looking at getting graduated neutral density filters (GND), you'll want those in the rectangular format. The round ones have the graduation right in the middle, which is 9 times out of 10 not where you want it. Unless you do a lot of landscapes, you won't need those though.
The only filter I would invest in is a polarizer. If you're into landscapes, you'll probably want some GNDs (rectangular) and some regular neutral density filters also. Don't buy cheap ones either, you'll regret it. Always buy multicoated filters.