What can I use to filter?

I am brewing my first all grain batch soon and had some questions. I have heard good and bad things about the bazooka screens and false bottom on a brew kettle and was wondering if instead of having one of them could I just put a filter over my fermenting bucket and run the beer from the brew kettle into the fermenting bucket that has a filter on top? Like a stainless steel screen or something? Or do both even. Have a bazooka screen or use a water supply line and then have a screen over my fermenting bucket?

Yup, lots of people do that. The only catch is that you have to make sure that any screen/filter you use is thoroughly sanitized, as it will be in contact with cooled wort.

That said, lots of people just dump the whole kettle into the fermenter, trub and all. A little trub is actually good for the yeast's health anyway. Indeed, this is what I've done in all my brews so far. I use a cylindrical steel mesh hop screen to contain my hop pellets in the boil, so they remain in the kettle after transferring to the fermenter.

I recently installed a whirlpool port in my boil kettle, and for my next brew, I plan to try and minimize the amount of trub leaving the kettle, but this is more to improve the purity of the yeast during re-use than out of any kind of concern for the flavour of the beer.

Nylon paint strainer bag.

voile also works

My mash tun is lined with a voile bag (home made) and it works very well. I used to crush my speciality grains in a coffee grinder into a near powder and that didn't cause any problems.

you want this

Awesome the is for the advice everyone. So I have my mash tun set up with a stainless steel water supply line to filter. When transferring from the mash gun to the brew kettle can I use a strainer in the top of the kettle as well then again going from the kettle to the fermenter?

I don't ever filter. just dump it in trub and all!