Ok, iron is complicated, so if you are serious about fixing the problem you need to have a water test done to determine what level of iron and what other contaminants, which have an effect on the iron and overall water chemistry.
Having said that a sediment filter is a great way to remove the oxidized iron from the water. It won't do anything for the iron that is in solution (not oxidized) but it's better than nothing. Here is a filter housing:
20 Inch Big Blue Whole House Water Filter Housing #20 from Ametek, USFilter, and Pentek and then a cartridge like this:
DGD-5005-20 Water Filters and Pentek DGD500520 Sediment Filter for 20 inch Big Blue Whole House Housings
You will still have internal staining issues from the iron in solution which will eventually oxidize in everything in your home, so the best way to deal with the iron is with this:
IRON-100DM-WF Metered Iron Reduction Backwash Water Filter.
Thank you,
WaterFilters.NET