Thanks for that, are they all Grad grey filters? I live in the UK where did you purchase them from?
I live in the US, but I just got mine from Amazon.
Many, not all, of the Cokin filters are "Grey Grads"... which are denounced by some on the grounds that they add color casts to the photograph. While I can't say that the concept behind that argument is entirely false, I also can't say I've ever really noticed such an effect unless I stack multiple GNDs at once. The colors come out just fine.
I know they're graduated, but if you wanted to use a full ND filter are you able to pull them down using the holder to cover the entire lens (so in effect they work as graduated and full?)
Taylor510ce covered most of this, really. But I'll add that he is correct about the holder... the one I use can hold three filters at once. I believe that Cokin also makes a holder that can accomodate 4 or 5, though I can't really think of a scenario in which that would really be necessary.
Also, in order to position a GND such that it would act as a flat ND, your GND plate would have to be
really tall... especially for wide-angle shots. The Cokin P-series-sized filters aren't tall enough to do this. You'll need a regular ND for that effect. Personally, I prefer to use regular screw-in ND filters. While the rectangular Grad NDs work very well, they are also, in my experience, more prone to creating chromatic aberrations and lens flare than ordinary screw-on filters. So, for something like an ND filter which works great in a screw-on type (unlike screw-on GNDs), I prefer the round filters.
But, like Taylor mentioned, the Cokin "Creative System" is specifically designed for layering multiple filters while eliminating the need for stacking conventional screw-on filters. The whole contraption is bit unwieldy though, so I really only pull it out for shots that need a GND. In all other circumstances, I use round, screw-on filters.