If you're stacking filters, you're liable to get vignetting around the corners of the photo. Plus, there's the danger of internal reflections, and other optical issues.
My preferred solution is a single, variable ND filter, with which you can dial-in the amount of light you want.
EDIT responding to comment:
A variable ND filter is one that can vary its density. By twisting it, it gets lighter or darker, so -- depending on the filter in question -- you could adjust from, say, 1 stop to 10 stops, all in a single accessory. Obviously this is more expensive, even than buying a couple of regular filters, but I find it a big help.
As I understand it, this is basically built of two thin CPL filters, so twisting it alters the angles between the polarization, letting in more or less light. But when I tried to do that myself, with two of my own CPLs, the results just didn't work at all.
EDIT 2: I only just looked at your sample image. I don't think that you can do this photo with ND filters alone. I'm pretty sure there's also multi-exposure HDR going on in there as well.