When using square slide in filters such as the Lee or Cokin system, you need to purchase a holder that is large enough to accommodate your largest lens.
The Cokin "P" series, for example, can fit lenses with up to 82mm threads. You would then need a Cokin "P" adapter ring for lenses with 77mm threads and one for lenses with 67mm threads. (Note that the product photos at amazon.com seem to all be of the same size somewhere in the 62mm range. The actual rings are various thicknesses to accomodate the differences between the various thread sizes in the center and the constant diameter of the holder on the outer edge.) The various sizes are accurately pictured at B&H. An adapter ring is necessary for use with all lenses, even those with 82mm threads. It is what connects the threads of the lens to the slots on the filter holder.
Note that if you wish to use the system with a lens wider than 20mm in focal length, you may need to move up from the Cokin P series to the larger and more expensive Z-Pro series in order to avoid vignetting.
The Lee system is similar, but the standard size is the 100mm square filters comparable to the Cokin Z-Pro series. Lee does not offer a system that uses smaller (and cheaper) 84mm square filters like the Cokin "P" series. The Lee system also requires an adapter ring to connect the threads of each of your lenses to the filter holder.