The best thing to avoid fringing is to be very careful about your exposure. If your camera has a histogram feature, use it.
While, as others pointed out, a ND filter can help reduce fringing, you can do better by adjusting your exposure compensation to -.5 or -1 (when needed), or by bracketing your shots, and checking the histogram before you move on. The curve on the histogram should approach and diminish toward the right-hand side of the graph, but not be abruptly cut off at the end. Don't judge exposure by the image on the LCD - they are lousy for that. The LCD is okay for checking composition and focus, but not exposure.
Personally, if I can avoid using a filter of any kind, I do. I usually carry a circular polarizer, a UV filter, and a ND filter - but they don't live on my lens... they only come out for the specific circumstances for which they are needed.
-Scott