Richard, cleaning ducts is not a good DIY project. Hire a service, it should not be a major investment. No offence, but trying to retrofit filters at outlets to make up for the dirty ducts is just silly. Get the ducts cleaned, install a pleated filter and change it regularly.
Another thing to consider is leakage in the return ducts. This can pick up dust from unfinished basements or crawlspaces. The answer is to seal the ducts, but both the return and supply ducts must be sealed together or you create new problems.