Typical rule of thumb, to summarize what they have said, is use a coarse filter before the pump and a finer filter afterwards. The pump can deal with substantial particles, but the injectors cannot. However, most pumps won't deal with the restriction of a fine filter before it. Most pumps can push fuel out pretty hard core, but won't suck stuff up worth a crap by comparison.
Most good filters are rated by a micron number; which is simply the size of the smallest particles they are made to stop. Look up Aeromotive filters for an idea. The higher the number, the coarser the filter.