I originally got the Lee Soft Grad filter set and they are great but once it gets lighter then you find they aren't dark enough. So my boyfriend ended up buying me the Lee Hard Grad filter set and I've been using them ever since. A bit harder to get right the first time as the graduation is a lot darker but they are certainly worth it.
I got the Lee Filters here:
https://www.teamworkphoto.com/shop/index.php
There is also Cokin filters which are a bit cheaper than the Lee Filters but I've heard complaints about them having a purple discolouring effect in photos although some I've seen have been okay as well.
Definitely do NOT get the Sing Ray filters. They are uber expensive anyway and are suppose to be fantastic but they SUCK. My boyfriend has one and it cast a horrible magenta colour in all his shots and they were so rude about it and completely ignored him when he complained because he had even asked them specifically whether it coloured casted and they said no. Fooligans. So, Sing Ray = bad.
When I was using aeb, I would always go with three exposures. under exposed, "perfect" exposed (to the camera anyway) and then over exposed. I think you get the most detail out of it but hey, I'm no expert so don't take my word for it. Definitely experiment and read up as much as possible about all the different techniques you can use.
And I agree about doing most of the work in camera, I like my photography to be as natural as possible which means hopefully not having to do too many adjustments in raw editor or photoshop.
I'd also have to say a wide angle lens is perfect for this type of photography, I never go anything over 17mm on my 17-50mm lens and I'd love to have a wide angle to use!
I'm not sure what H uses, hopefully he reads this and can enlighten us here
Cheers,
Shell