If you want to filter your beer, you need a a couple of kegs, a plate or cartridge filter, and (of course), CO2 to push the beer through the filter between the kegs. A strainer, nylon bag, etc are way too porous to filter out most hazes, and you'll introduce oxygen into the beer, potentially reducing its shelf life.
If you use Whirlfloc in the boil, most beers will clear just fine by itself within a month or so. If not, you can use various finings to improve the clarity of the beer. When siphoning, be sure to minimize trub and yeast pickup - that tends to help as well.
Colder temperatures tend to accelerate the flocculation of yeast and help settle various particulates - so if you have the ability to cold crash or lager your beer, that's another option you can try.
The Fiesty(sic) Goat Brewery est. 2007 & Clusterfuggle Experimental Ales est. 2009
Primary: Saison, Berliner Weisse, sLambic I, sLambic II, IPA, 70/-
Secondary: Orange Blossom Mead, Flanders Red I
Kegged: Fat Man Porter w/ 1469, Fat Man Porter w/ 005, Centennial Falcon w/ Conan, Centennial Falcon w/ Denny's, Barrel-aged Fat Man Porter, Belgian Dark Strong, Dark Mild