I recently bought a home with a hot tub. I refilled the tub using a filter being I'm on a well. I added a 32oz bottle of a balancing agent that the store recommended. I also added a scale chemical to deal with the iron but the water remained cloudy.

Welcome to TFP!

Did you add any sanitizer (bromine or chlorine)? Also, have you been running the pump so the water gets filtered?

Cloudy water has many causes. I would recommend several things to do. Read Pool School at the top right of the page, buy a test kit, and for now take a sample of your water to a pool store for testing. You need to know if your water is balanced and if its not, how far its out of balance and what to do to get it balanced. Having know idea what the pH is makes for a hard start.

Your water might just need a clarifier/oxidizer (chlorine/shock), but then again it could be extremely out of balance, phosphates, metals (needing Metal Out), or unfiltered debris.

iPhone, this is a spa/hot tub, so several things you mentioned don't apply. In a spa you regulate TA and PH follows, instead of trying to balance PH directly. Phosphates never matter, pool or spa. And so on.

The tub was clear when we bought it...when we moved in 2 weeks later..I lifted the filter to change it and it was a rust color and the tub instantly filled with trash

You could maybe shock the spa with bleach and hope to precipitate out the iron...
what do you mean "instantly filled with trash" ?

I lifted the filter and it was clogged with red/rust colored material.....very small. I refilled the hot tub and it was clear and water was balanced until I added a little "shock". It immediately discolored once again. Should I have added a Bromine granule instead?

That's most probably iron in your water. When you have iron in your water raising the sanitizer quickly will bring it out of suspension and create exactly the symptom you describe.

Do you have a water softener for your home?

Its a cabin and were on a community well.

You might still consider a softener, maybe for a particular tap rather than the whole house.

I hear about doodads you can attach to your hose to filter out at least some of the metals before they get into the tub.

Another approach that sometimes works is to just keep filtering it, cleaning the filter frequently; it helps to have an extra set of cartridges so you can just swap the new one in, and then clean the old one. This is a bit tedious and can take a while. Also it's a process you would have to repeat every time you refill, unless you get a softener or a hose filter.
--paulr

If it is metal in the water, maybe this will help:
http://cgi.ebay.com/Pool-and-Spa-Sub-mi ... 20b3b4dff2
Not sure but reading the description sounds like it will solve your problem.