While waiting for TS to revert, i've used both and prefer the P series holder (tian ya). I use screw in filters when on holiday- less accessories to carry around lah.
Pros for screw in
- no need to mount holder
- cpl turns much easier than P series
- you can use the filter with smaller diameter lens by getting additional step up rings. 62-77mm or XX to 77mm.
Cons for screw in
- additional cost for the rings as above
- additional cost incurred when you need ND 2, 4, 8 and others which do not come cheap especially for 77mm.
____________________
Pros for P series
- same mount can be used with other tian ya filters: Gradual ND, blue, red, ND 2, 4, 8 and other colored filters
- Like the screw in type, you can get additional rings for P holder for specific lens
- it will be cheaper in the long run if you get other P series filter
Cons for P series
- additional steps for the set up compared to just screw in.
- tian ya filters may chip at the edges if you are rough with it.
- additional cost for the rings to fit other lens.
These are my personal reviews after using these 2 kinds. Its your choice I guess.