When it comes to pool filters you get 3 basic options, sand filter, cartridge filter or DE filter.
Sand is the simplest to use, but requires the most water loss to backwash (an issue is you live where water is expensive or has restrictions on use) and in general does the poorest job filtering small particles.
Cartridge filters are sort of the middle ground here, cleaning is more hands on than sand filters, they tend to work a bit better than sand filters, and cost tends to be a bit higher.
This leaves DE fitlters which are generally the most work and at the same time do the best job of filtering, there are 2 basic types of DE fitlers, the tradtional tray models which can be very messy, and the Hayward Perflex models which use dangling membrane tubes coated in DE to do the filtering. I have one fo these Perflex filters and love it, there are also a lot of people around here that hate them, they do require a certain extra attention to detail, never allow the pressure to get to high between "bumping", thouroughly flush out when recoating, and weigh the DE when recoating, etc., but since switching from a sand filter my water looks oh so much better.