[robski]

They are different tools for different jobs.

Just as a screw driver is a different tool to a chisel.

As Ducan has said the Normal ND darkens the whole scene whereas the graduated darkens part of the scene.

The ND filter would normally be used to reduce the amount of light so a slower shutter speed can be achieved to give motion blur. Or a larger F-stop to give less Depth of Field (DOF).

The Graduated is normally used to darken part of the scene such as the sky to reduce the contrast range of the scene. A common problem it helps with is where sky is correctly exposed and the ground is very dark or the ground is correctly exposed and the sky is burnt out.