I use a combination of custom sized screens and synthetic hog hair air filters.
It kind of depends on your area if you get lots of dust/bugs you will need a screen for sure and possibly a filter of sorts.
The one that suggested having all windows closed I would not do. This chances are means your using AC to cool with is to expensive. I personally am using a lot of CFM's through a few different fan's it allows me to keep my mini farm running even during the hot summer day's that luckily are mostly gone.