I use the Cokin P system with Lee grads. I bought mine through SRB film while I was in the UK. They will cut them to the correct size for you and are still very reasonable on prices.
SRB FILM
I do stack mine and have never had any colour cast issues. If you are going to stack filters always try to get them as close to the lens as possible to minimise the possible reflections and light diffraction.
HTH