*** 1 - Box fan, 20"x20". Generally the bigger the better, since at low speeds, the fan is quieter and the filter is more efficient.
*** 1 - High Efficiency filter, 20"x20", or what ever fits your fan. I doubt that a top-of-the-line filter is worth the extra money for ordinary dust and allergens, so got the next grade lower. (about $10 at Lowes).
*** Duck-tape. Or Duct-tape. Since air filters are supposed to be changed at least every 3 months, the tape will be temporary, so cheap is good, and must be wide enough to span the gap and make an air tight seal between the edge of the filter and the body of the fan
Note that the filter should be mounted so the air flows through it in the indicated directions. I installed my filter on the intake side to keep the fan itself cleaner, and (more importantly) to ensure that the air flow is evenly distributed across the surface of the fan.