If I am shooting during golden hour I will most often use an ND grad filter. If I am doing a starscape, I will take two images and blend them, one for the sky and one for the foreground. The reason is this. At golden hour, I can expose for the ambient light and use a filter to keep the detail in the sky. If I want a starscape (not a star trail) I need to push my ISO up really high and if there is something in the foreground of the scene that is a little too bright, it will overexpose. My first shot will be an image that will expose the the scene properly. For my second shot, I will expose the sky to capture a starscape shot. Afterwards, I will blend them in Photoshop, which really works well.
In some cases, there is no substitute for an ND grad. If you want the waves in a seascape scene to become silky smooth or a river to look soft and white, then you will need to use ND grads. This effect cannot be made in Photoshop (not yet anyway). The best part about using ND grads is the surprise you get when you see the image on the screen. You will be amazed at the effect of capturing the blurred movement of different elements in your image.