I usually use some sort of hand-held shade, like the dark slide.

I do have some stacking lens hood sections for a Cokin P holder which work well - obviously the length I can use is limited by the side most affected by any movements. If conditions are difficult I have a bellows hood for the P holder from SRB Photographic in the UK. I rarely use square filters - the P holder is 90% used for hoods. I standardized on 77mm filters, and each lens has a dedicated step ring, which cuts down on the fumbling around.

A lot depends on the conditions, and the style of work.