I install filters to treat lake and spring water for small "community" water systems such as for residential summer camps and very small communities.
All of the filters are installed between the pump and the system and there are no problems.
However, it must be done right and it MUST be maintained by the owner.
First, wells generally have a very small load of suspended solids so they usually don't require filtering. However, some contain silt or even very fine sand from the aquifer. It usually looks like mud or silt when collected on the filter.
If there are no suspended solids (dirt) then adding a filter does nothing good or bad. If there are no suspended solids then it never plugs and the pressure loss will be about 1 psi.
If you install a "whole house" filter then you should consider trying to separate irrigation water from the household supply to avoid having to filter it. If you use less water outside than you do in the house then it is probably not worth the trouble to separate it.
Whatever filter you install should have lots of capacity. Most of my system use string-wound cartriges that operate at about 0.5 GPM per equivalent 10" length. That gives very long life even on lake water (which is worse than well water) and the cartridge cost is usually about $0.20 per 1000 gallons of water.
In very small household systems I have installed pleated polyester cartridges. The cartridge cost is greater but depends on the amount of dirt in the water. Annual cartridge cost is less if you add more filters. Doubling the number of units will cut the annual cost (cost per unit of water filtered) by at least 1/3.
Most submerisble well pumps have a lot of excess head at low flow and you can install the filter between the pump and the tank if you take proper precautions. That is a heretical statement to some, but it works if you do it right and it doesn't affect the performance of anything downstream of the tank.
Filters between the pump and the tank (The pressure switch is at the tank)
MUST HAVE a relief valve to protect the filter housing, and must be equipped with pressure gauges so you can monitor the pressure loss across the filter. The cartridges must be changed when the pressure loss across the filters reaches about 25 psi.
Cartridges come in ratings from 1 to 50 microns. I would recommend something in the 5 to 20 micron range, which will remove particles smaller than you can see.
http://www.harmsco.com/pdf/IP_CalypsoBlue_FINAL_040904.pdf
I use the 20" long cartridges and put as many as necessry in parallel. I get generic "Big Blue" size housings from a place in California. They are about half the cost of housings from Harmsco.
You can also get back-washable sand filters but they are not as effective as cartridge filters unless you are using chemical pretreatment. For example, swimming pool filters work well because they use chemical pretreatment of the water.
Small "water softener size" sand filters that must be backwashed usually don't use pretreatment and aren't as effective as most cartrtidge filters in removing small particles. They have relatively small area (a 9" tank is about 0.44 square ft, compared to about 0.54 square ft for a single 2.5" diameter x 10" string wound cartridge) so they must be backwashed frequently if they are collecting a lot of dirt. That backwash process us usually automated.