air intake filtration

whats the best affordable air intake filter?

there is the Organic HEPA air intake filter for $90.

just wondering if I would be okay with furnace filters covering my intake vents. or if there is another cheaper alternative?

I have a big metal duct fitting with some pantyhose over it. It doesn't do any actual filtering, I just have it to keep out bugs and critters, but I would imagine you could add some kind of air filter to it...