I'm another screw-in user, and i've got the whole range of step up
21-37-52-58-62-72-82 and back down again, for everything from pinhole, lensbaby, niftyfifty, efs15-85 to 250mm f/3.5 Medium Format.
I've only got 2 CPLs, 72 & 58mm to match my efs 15-85 and 70-300nonL at the time (which i've since sold), with all the rings i can use them on any lens, and the rings cost less combined than the 58mm CPL did.
I've checked for size, but haven't bought the ring yet, that i can mount the 72mm CPL via a step ring on my 70-300L with the hood on, but i've also confirmed that i have to screw the step-ring onto the lens *after* putting the hood on, and will have to unscrew it before removing the hood to reverse it for the bag.
sometimes, it does get annoying the time it takes to screw/unscrew filters, last time i was at a zoo i just left the CPL on the whole time, didn't even take it off to go inside, just put up with the loss of light for a few shots (which were only memories, not portraits for enlargement).
but then, i've never used the cokin, can't comment on the time it takes for them, but probably just as long or worse. i'd be heading for cpl (i know you said you don't use them though) and ND in screw-in plus rings, the cokin-for-grad-nd arguement makes a bit of sense, i'll keep in mind i'll have to buy into that system if i ever want to go for them...