It's best to have prefilter and a post filter. The prefilter should be large and free flowing, about 100 micron for a BG rotary vane pump. The prefilter just catches the big stuff that might effect the pump. The factory used a "sock" filter on the pickup for this task. The prefilter can be mounted anywhere between the tank/cell and the pump including attached to the tank or pump.
A post filter (about 40 micron for a carb) should also be used after the pump. It can be installed anywhere between the pump and the carb (some prefer it before the regulator, some after, there are arguments for both). The post filter uses a lower micron rating to catch the smaller stuff that might effect the carb. The factory installed the post filter in the line or in the inlet of the carb.
More info here:
http://www.robbmcperformance.com/products/filters.html