Cokin is ok- but check around there's a lot of other filters out there. Personally I'm a bigger fan of Tiffen. Really depends on what you want- image control or more creative effects. You can never go wrong with an ND filter or two and a polarizer. But that said if you're really wanting to get into filters you want a matte box, not screw-in filters.
Last time I looked at Cokin they were made from polycarbonate and not considered good quality for SD let alone HD. Has that changed, are they better quality now?
I have always liked Schneider (B+W) glass, and pretty much buy them as default now, except for exotic colours, Tiffen still has the lead there.