Today on DSLR Film Noob, Deejay chimes in with a quick test of a variable ND filter made (or rebranded) by Polaroid and sold on Amazon. This gadget attaches directly to your lens threads and let you allow or restrict light into your camera, independent of your aperture. Deejay illustrates the advantages in his most recent video.
I also find it interesting that his opening shot (without the filter) doesn't look all that bad. Shallow depth of field is a nice option, but if you didn't know the effect Deejay was going for, would you have noticed? Or cared? Alfred Hitchcock and Orson Welles would probably prefer the former compared to the latter. It's all about what you want the image to convey.