Most graduate filters are rectangular and slide into a holder attached to the front of the lens. This allows you to move the filter up or down to position the clear area over the ground while the toned area covers the sky.
Grey graduate filters have little or no effect on the colours in the image. The tone is neutral. However, you can also buy coloured graduate filters. These are still clear at one end, but have a tinted tone at the other including blue to improve a grey sky and orange to create a sunset effect.
Polarising filters can be used to darken polarised light. This is exactly the type of light you get from the sky – but only on sunny days, and only from those areas of the sky at 90 degrees to the sun. So if the sun is overhead, a polarising filter is useful when the camera is pointed at the horizon in any direction. But if the sun is low in the east or west, the filter is only effective when the camera is pointed north or south.
To see the effect of a polarising filter, simply attach it to your lens and rotate it. At one angle the filter has no effect on the light, but as you turn it polarised light will be partially blocked and you will see part of the image darken. So not only can you reduce the brightness of some skies, but you can also control the level of brightness.
Clouds are unaffected by the polarising filter, so they stand out clearly from a darkened sky.