Pre-filter & filter as much as you can. Every little bit of iron removal helps. Once you've exhausted filtering, you have two options - fill with fresh water or continue with a sequestrant. A good sequestrant breaks down slowly, so you do need to add more regularly. ProTeam's Metal Magic and Jack's Magic the Pink Stuff (regular), the Blue Stuff (fresh plaster), and the Purple Stuff (SWG) are some of the top sequestrants. You can also find other brands with similar products, some of which are noticeably less expensive. Sequestrants based on HEDP, phosphonic acid, or phosphonic acid derivatives are the most effective.
Aside from that, try to keep the pH and FC as low as you can and that may help as well.