Yup.. There's a difference between cheap filters and high quality ones. Differences between two brands of high quality ones are difficult to distinguish. Most here apparently prefer to go without filters. I am the minority that prefers them... if you are like me, you might as well as get good quality.
Just a 2 cents..
1) Don't confuse ND filters with circular polarizers. Two different things
2) Variable ND filters have two glass panes... I'd rather not. I would rather carry a couple ND filters (good quality) of different stops.
3) In a pinch, two circular polarizers back to back will behave similar to a variable ND filter.