The best filters are - Aquasana or Rainshow'r in that order. I have determined that with the rainshow'r filter you will have to change the filter more frequently but it's still a great filter. Also, rainshow'r is one of the few companies that also makes a filter for the bath, which is nice if you decide you want to soak for a bit. Check ebay for some of the best prices on aquasana as it can be a bit more expensive. Also, with rainshow'r you'll have to search around for the best price but either one you can't go wrong with.
There are other shower filters around as well, just make sure to do some research before purchasing one. You really do get what you pay for.
You can install the filter by yourself. It is very simple! You can detach it whenever you need to as well. Using a filter is not only excellent for your hair and skin, but also crucial in maintaining/ attaining good health.