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I'll have to second Scott Kroeker's suggestion of looking into a square/rectangular filter setup like Lee (or Cokin, or Hitech, etc.). What might seem like a simple decision of purchasing a single filter for a specific lens can quickly turn into, "gee, I could sure use some other filters for my other lenses!" and the cost of going that route can quickly add up. Sure the initial cost of a rectangular system might be more than you're currently considering, but I've been down that road already and my own cost analysis is that I was wise to move over to a filter system. That you do decide that a round screw-in filter is the way to go consider getting a size to accommodate your largest lens and invest in some step-down adapter rings for that 17-40mm and your other lenses. Somethings to consider, just food for thought.
As for recommendations of specific filters, well I'm in the same boat as you right now...interested in the ability of acquiring a smoothing effect where I feel I could have fun with it, and not sure which product to go with... FWIW, I've been wading my way through this forum thread over at POTN seeing what other folks are doing in this regard...
Post your 9 or 10 stop ND photos - Canon Digital Photography Forums:
...currently at 332 pages there are a lot of images and first-hand experiences with these filters (some of them mentioned above)! Best of luck with your research and be sure to let us know what you decide!