On full sized sensors, a buddy of mine that I greatly respect loves his Singh-Ray 4 stop soft GND due to the very gentle slope from clear to dark. Like myself he lives here in the PNW (around Portland, OR) and shoots into the sun with dramatic lighting conditions quite often. At the beach, a 3-stop hard is very useful (in my opinion).
If you move the filter up and down in front of the lens, one trick I have learned is to place a 1/4" rubberband on the front of your lens so that you don't do permanent damage to your filters. The thread area of many lenses LOVE to eat plastic for lunch
Regards,
John Lehmkuhl
http://www.flickr.com/photos/realkuhl/