I don't think you need a separate filter. Usually a sponge material on the line going to the sump and/or on the suction of the pump returning the water back to the main tank will provide adequate mechanical filtration. The live rock, live sand, and any plant life you keep in the refugium section of your sump will provide the necessary biological filtration. That provides adequate filtration for my setup.
When I change the water, I first turn off the return pump located in the sump (be sure you have adequate room in the sump, because the level will rise a bit until the water in the main tank drops below the overflow level). I then remove the water via siphon from the main tank (marking the level) and add new water back to the marked level. During this time I also remove the sponge on my pump suction, rinse it with new saltwater in a bucket, and replace it. After waiting and letting any loose material settle to the bottom of the sump, I turn the pump back on.
Hope this helps