The answer is "It depends"
There are the circular screw on types and the rectangular slot-in types.
Both has pros and cons. The cons of the circular screw on types would be the dimension of the filters has various number and you may need step-up or step-down adapters to fit the filter size of the lens.
For focal length wider than 35mm, stacking of filters may cause dark banding (vignette) on the edges.
For example, I would recommend 3, 6, 10 stops say 77mm. For a start, you may want to try the 6 stops first.
For example, 3 stop (ProND 8) is used mainly for outdoor (portraits) or special effects where you have max out the aperture say Canon 85mm f/1,4L IS USM at f/1,4. In order not to engage the Shutter Speed or Tv above 1/200 (say for High Speed Sync), the 3-stop would come in handy in such application.
For general purpose (landscapes, etc), 6 stop would probably be sufficient if you need to shoot silky flowing water or traffic streams from vehicles.
I am using 6-2/3 stop (ProND 100) for easy calculation.
What I do is I would set the composition and exposure (say f/10, 1/10, ISO100), set focus and then screw on the 77mm filter on the lens (say Canon 16-35mm f/4L IS USM), adjust the Shutter Speed or Tv to 1/10 * 100 = 10 sec, double check the focus and shoot.
A 10 stop (ProND 1000) would be for challenging compositions that has a moving subject (people, water, clouds) that look good when blurred together with a non-moving subject (shore, buildings, etc). The procedure is similar with the exception that now the adjustment is say 1/10 * 1000 = 100s. May need to engage B mode with a timer.
You may want to refer to other advice from other experts (I am not). Below is one expert from Russia.
https://www.ephotozine.com/article/russian-photographer-tests-hoya-s-pro-nd-series--27938