I imagine that it will reduce the amount of light entering in the camera and allowing me to increase the exposure. Of diminishing the DOF in strong light conditions.
Maybe what I'm looking for is a Polarized filter? I don't know much about filters yet.
This is the reason I asked what you wanted to do with an ND filter. At the end of the day, the camera still needs to collect the same amount of light to create the exposure. An ND filter simply changes how much light can enter the lens... and that means you can change the exposure settings by alter either the shutter speed (the most common use) or the aperture (less common, but still valid.) But you still need to collect the same amount of light.
An ND filter won't help with a sunset -- nor would a polarizer. The ND will just make the same sunset shot take longer to expose. A polarizer controls the polarity of light that can pass through the filter, but it turns out that it does almost nothing if the sun is either directly in front of the camera or directly behind the camera. The light needs to originate from the side to work best.
There are filters that WILL help you get better landscape photos near sunset/sunrise. These are the "grads".
Grads (graduated neutral density filters) are not uniformly tinted... they are typically clear on one half and tinted on the other half. When shooting many landscapes, the sky is often brighter than the landscape and this creates a challenge... if you expose nicely for the landscape, then the sky is too bright and possibly blown out. If you reduce the exposure so that the sky isn't blown out, then the landscape may be too dark and you won't see much detail in it. So the idea behind the grad is to allow you to darken the sky WITHOUT darkening the landscape.
Most filters screw on to the front of the lens, and while you can get grads in round "thread on" type filters, don't. Instead you want rectangular "slide in" type filters because this allows you to decide where the transition from clear to tint begins (in a thread-on filter you are forced to make the transition in the middle and putting the horizon line exactly in the middle of the frame is usually not the best composition.)
The grads usually offer various densities (like most ND filters) but additionally come in 'hard' or 'soft' edge variants. A hard-edge filter works well for images that will have a well-defined and straight horizon line. A soft-edge filter offers more flexibility when the transition is less obvious and you don't want people to notice a sudden tint change in your image. I use both soft and hard edge (neither is "best" -- it depends on the subject.)
Lee Filters is probably the top name in these grad nd filters.
See:
Get Started with LEE Camera Filters and the Flexible LEE System
You can buy these from the usual suspects...
B&H Photo,
Adorama, etc. But in addition to the filters, you would also need the filter holder (the "Lee Foundation Kit") and lastly, you would need an adapter ring for each different lens thread-diameter that you use. Most of my lenses are 77mm... but I do have 67mm and 82mm lenses so I have a few different adapter rings.
The 100mm (4") wide version is probably the most popular.
There's Cokin filters which makes entry level versions and these are much more affordable. If you go with Cokin you probably want their "Z" size (which is their 100mm / aka 4" width). BTW, that's just the "width"... a 4" wide filter is really 4" x 6".
There is one other filter vendor I should mention... Singh-Ray. Singh-Ray makes a "reverse" grad ND filter. A normal grad ND is clear on one half, and tinted dark on the other half... but a soft grad ND will get gradually stronger on the tinted half so that the transition from non-tint to tint isn't noticeable in the image. The Singh-Ray "Daryl Benson Reverse Grad" flips the tinting of a soft-grad. It's clear on one half, then suddenly very dark (like a hard-grad) but then fades lighter as you get toward the far edge (like a soft grad).
The idea here is that if the sun is near the horizon, the area where the sun is located will be the very brightest and needs the most help. The bottom is for the landscape and that's clear. But as you go higher in the sky -- away from the sun -- it doesn't need as much tinting. As such, the "reverse" grad gets a bit less dense.
See:
Daryl Benson Reverse Graduated FiltersAvailable in Neutral Orange Densities Singh-Ray Filters