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Nikon 18-200mm. (enlarge)
It works great with any normal filter. There's no need for expensive "wide angle" filters. Used at some settings the lens has natural vignetting regardless of the filter. See my Vignetting page.
I use a stepping ring to change the 72 mm thread up to the pro standard of 77 mm. I use a professional B+W that costs $20 here; you can use a crappy one, too. This way it matches all my other lenses and filters. I screwed on the step up ring as soon as my 18 - 200 arrived. I will always consider this as a 77mm thread lens for my own sanity.
Even with this stepping ring I have no problems with vignetting at any focal length with a standard 77mm filter or a standard 77mm polarizer. My step up ring extends an extra 4.5 mm from the front of the lens. My standard filter is 4.8mm thick and my polarizer is 7.2 mm thick. These dimensions exclude the threads which disappear inside the unit behind them.
OK, with my thick polarizer and step up ring I get just a hint of darkening at the farthest corners at 18mm. If I come just a little off the 18mm stop it goes away. I'm not going to worry about it.
If you do the wild thing (stack more than one filter at a time) you're OK with a step up ring and a regular 77mm polarizer and regular 77mm filter at 24mm and longer.
If you add a third rotating grad ND filter to this you ought to be at 40 mm and longer. This is now a stack extending 23.5 mm past the front of the 18 - 200 consisting of a step up up ring, colored filter, rotating polarizer and rotating grad ND. My Tiffen rotating screw-in grad is 6.98 mm thick, excluding the rear threads.
Of course if you actually own the 18 - 200 then you may ignore this and just be sure to check your LCD for vignetting. Thankfully filter vignetting isn't a problem except if you ask for it.