At a home improvement store like home depot I got air filter sheets I cut to size and fit over my intake fan. For lots of filtering you can mount it over a metal mesh filter.
The one problem I had was the filter rubbing on the fan blade so I used a wire finger gaurd.
The I mounted the fan was using those wire hiders also at home depot. They have a sticky side and I just cut it and put it on both sides of the fan. The filters then just slide in place since it works like a split loom.
I got no dust collection in the case but the fans got louder.