Don't waste your money on screw on ND filters. You will quickly get annoyed having to screw on and off filters while taking test shots and exploring compositions and will just frustrate yourself. Instead do like a couple people have already recommended, get a Lee filter holder system and get slide in square filters. This will also provide the opportunity to purchase wide-angle adapters for the Lee system, which will help reduce vignetting which you are concerned about. Keep in mind though it will probably be more expensive than thread on filters or cheaper filter systems, however the price difference is justified in its superiority, performance, and options.
Also I would recommend against Vari-ND filters, I have a Singh-Ray vari ND and haven't used it since I first tested it, I prefer to shoot wide angle landscape and nature shots and the vignetting + horrible looking double polarizer cross effect renders it basically useless for what I like to shoot. I am sure some out there find good uses for it, but for for me its been a complete waste of $300 or whatever I spent on it.
If you do decide to shell out for the Lee system you will have to get one of the specially designed 10 stop filters to use with it, since they have a foam seal to prevent light leakage around the filter. Several manufacturers offer filters like this, just look around at reviews and see what is good and available, the Lee Big Stopper has been hard to get a hold of in the past.