I'm not sure if they're the cheapest but Camera Electronic in Sitrling St, Perth has a fair range of Cokin stuff. They ahve a http://www.cameraelectronic.com.au
Read some reviews on Cokin first. I had mixed results. Fogged really easily and weren't terribly clear. My impression is you get what you pay for and there is a reason why Lee filters are significantly more expensive.
Agree with David above. Be careful of colour casts, too. They're not truly "neutral" and some have a magenta tinge. Not too hard to remove in post-processing if you're using a full ND filter, but if you're using a grad filter you'll have the stopped down section magenta and "normal" where the filter is clear - difficult to white balance.