The issue is that "cheap" doesn't necessarily mean "bad". Of course by "cheap", I am not talking about $1 or $2 filters. "Cheap" in comparison to B+W, which in my honest opinion is grossly overpriced.
The filter market is so large and the price ranges are so different that it is hard to answer your question quickly.
If you're talking about UV filters for protective function, even within each brand there are differentiating lines. For example, Hoya has the normal UV filter, then got multicoated, then have some more what HD la, dunno what la. Spawn so many until I can't keep track already. For these, if you are planning to keep them on for long periods of time, then perhaps you can consider investing in at least mid-range (i.e. at least Hoya or Kenko). Things like what Sunblitz, or unheard of brands, stay away. The brand is more important than the price I find, because some shops will just rip you off without blinking and sell you a crap filter at B+W prices. It happens. So do your homework, get a good brand, and stay happy.
For ND use ALONE, I would highly recommend Haida. I have used B+W versions before and much prefer Haida. Don't get me wrong, Haida isn't perfect but it's pretty damn good for the price. Of course there will be some who will insist that B+W is the way to go, but such things are subjective and I would disagree with them.
The GND market will be the trickier one. At the base you have things like Tianya, cheap and full of casts. Then you have Cokin, which is less cheap but still has casts albeit less. The next level would be Hitech, before you enter into the world of Singh-Ray and Lee and wonder why you are being charged so much for pieces of plastic and nuts and bolts. I'd say that the budget outlay difference is going to be significantly different everytime you take a step up (you need to pay for filter holders, a range of filters, etc), so this is where you should take a good look at your BUDGET, nothing else and see what you're comfortable with. I've lived with Tianya and Hitech before. In the end just decided to blend everything manually and save all the money and heartache. :bsmilie: