Any filter that uses carbon should do the trick I would think. The volume of the carbon needs to be enough to effectively clear the water... and the carbon needs to be replaced regularly.
I have a whole-house filtration and softening system by Culligan. I rent it, so there was no up-front cost. They come out every three months and service it, replacing carbon when needed. It is not cheap, but it is no fuss for me. My water out of the tap always tests 0 for chlorine, nitrates, etc.
I have high iron well water as well. I bought one of those under sink filters and adapted it to hose fittings. With the faucet adapter and those collapsible hoses my water goes from the well, through the carbon, and into the tank. It's still a tad cloudy for my taste but not dirt Brown with orange highlights any more.