I have a Singh-Ray warming polarizer for Cokin P sprocket, and it measures only around 72mm in diameter. This put a damper on my plans to use the Cokin P system on wide angles like my Sigma 15-30, even though the Cokin P supports lenses up to 82mm in diameter. The filter (which can hold 3 filters simultaneously) also vignettes on anything wider than 18mm (even with a 1.6crop camera), and even if you saw off the outer 2 holders, there might still be vignetting, and it will definitely vignette with the sprocket polarizers. I wished I had known this earlier though...
In any case, you might not even need the filter holder or adaptor ring at all. Just hold the filters in front of your lens, or use "Blu-stik" or "Blu-tac" to stick the filter in front of the lens when you need to use it. This is not really a very elegant solution, but at least it is definitely faster than having to screw in the adaptor rings everytime you change lenses.
I have a Cokin P system and shoot a FF body. The "wide" adapter doesn't vignette on the 17-40L at 17mm. However, the Cokin filters are not very high quality. They can be great "starter filters" if you have no experience and want to learn, but if you are serious shooter, Lee or Singh-Ray would be a better (albeit pricier) choice.
I have the X-pro system ( I got a package availabe at BH ). X-pro filters are true neutral grad filters, unlike A, P which are gray grad filters. The quality seems to be very good. I still use 35mm film. Even at 17mm wide it's still really hard to vignette. You can't stack any filters before the filter holder obviously( like uv polarizer then filter holder). They are massive though. The package i got from B&H came with a zippered pouch that carries the holder and like 10 filters. It has a velcro loop on it, that i use to attach the pouch to my mini-trekker accessory loop.
