Most of the paludariums I've done before just incorporated the filter into a waterfall.
I usually try and incorporate some sort of overflow, to help cut down on the surface scum/film, and then it either flows into a chamber where I'll stick a sponge or something, and then pumped up to the waterfall.
Or sometimes I would just have a powerhead pump water into the chamber under/behind the waterfall, which would have sponges/media in it.
As uberape mentioned, the plants will reduce the need for filtration, and if you put in something like a dripwall, I suspect it would work like a wet/dry filter, as well as using the plants/moss for nutrient removal (but keep in mind drip walls tend to have very low flow rates).
I'm planning on using a sump for my next paludarium (mostly to get the heater out of sight, and to be able to maintain a constant water level in the main tank), which can be pretty inexpensive - you'd have to be careful building the overflows/siphons/etc., but they can be built with pvc fittings pretty cheaply; other then that, you only really need a waterproof container and a pump (If there isn't a height difference, you may be able to use a powerhead.
depending on your set up, you may be able to use some sort of mattenfilter, especially if you can put it in a corner/under a ledge, I don't think it would even be recognizable as a filter by most people, it would just fade into the background. You'd have to be careful with the surface area/flow rate, but that would also mean a lower volume (and cheaper) pump.