ND filters - does more $ = better results

[petrochemist]

...Where does one pick up welding glass? Do you simply hold it in front of the lens while executing the exposure? I may have to try this....

Any big tool store or welding-supply store.

Indeed, you'll get a wider range of options at the welding supplies shops (many BOC branches here in the UK), or there's always e-bay...
You can simply hold it in front of the lens, but I've seen it held by elastic bands of in Cokin holders (most of mine fit in Cokin P slots- but they're generally a bit tighter than ideal and can get light leaks round the back).
For some of the the darker ones I stuck a cokin adapter ring on with gaffer tape.

 

[petrochemist]

I have a set of the square ones with the adapter and strp up rings but they are a pita to use. I typically just hold it up to the lens! I was always worried about cheap filters ruining my photos but

I always wondered how those work, i still don't know but do see people walking around with that type on the beach mostly. The 10 stop is to dark to focus with it on and kind of a pain to keep taking off to change focus areas then i could knock the focus off putting it back on so i found live view worked ok and could see what i was pointing at rather keep taking off and put back on which i know i will drop it eventually doing it that way.

I guess I posted my post above without realizing I hadn’t finished it! Sorry about that. What I was going to add us that I was afraid to use cheap filters until...I had driven 2+ hours in the fall to the mountains only to find I had forgotten my polarizer. Bright sunny day and not a camera store around. I had to make do with a $20 filter set from Walmart! Saved my bacon that day for sure.

In New Zealand I had to make do with polaroid sunglasses (Which actually managed some pretty good results) - all my proper filters where the far side of the world - but I did only have a point & shoot with me, something with a wider lens might have been a different story.