I am looking at purchasing some filters for my new Sigma lens (thanks Ray

) but have a few questions..
Neutral Density filters; would this be useful in gaining some contrast/reducing the exposure of bright skies, or should I be using a graduated (gery) filter?
Polarising Filters; What's the main difference between the uber expensive Canon Polarising filter and the cheap 7dayshop ones? Quality of build/sharpness/image quality/all of the above?
Macro close up filters; These seem a great way to boost your macro shots but do they reduce sharpness or distort the image?
Thanks