Inline Water Filters
The Frugal Choice: Camco With Flexible Hose Protector
Cheaper than at Walmart, plus a bonus flex hose protector, which a lot of RVers find very helpful. There's a button you can click on the Amazon page to buy replacements for less than nine dollars each.
Your First Upgrade: Culligan RV-800
Anecdotal reports suggest these resist freezing and bursting better than the cheaper Camcos. Or maybe it's just a status symbol to let other RVers know you roll with the premium stuff.
The Savvy Sweet Setup: Essential Systems RV Filtration
The professional grade RV filtration system.