If you are getting into long exposure photography there are a few things you need to have: a sturdy tripod, a good wide lens, a remote shutter release and, unless you want to photograph only at night, a good Neutral Density filter.
For years I've been using a cheap but quite good Cokin P-System with Cokin ND8 filters. They are cheap, they add noise and decrease sharpness, but at the end they do a decent job for the price you pay, and for a while a ND8 filter was enough for me. Obviously I was forced to use them only in the golden hour, when there's still enough light but not that much, and in that case you can bring home great shots even with a simple ND8 filter, or, if you want, you can stack two of them, so you get 6 stops of light reduction, but the price to pay is very poor quality and a very heavy purple color cast, which in some case it might be fine, but most of the times is not.
So last november I decided to invest some money to get a better ND filter, and a few months early I was well impressed by the filter of a good friend of mine, it was (nominally) an ND400 (which is 8 stop light reduction) at his maximum, and a light ND4 at the minimum. I'm specifying maximum and minimum because this is a variable filter, which in many cases it's a cool thing.