Most new fish keepers buy "hang on the back" filters, like the Marineland Penguin series of filter.  Many aquarists eventually move to canister filters for a number of reasons:

• Increased tank size
• Media options in the filters
• Noise level
• Asthetics

There are many different brands of canister filters, with many different options.  A great, low cost option in the API Rena Filstar XP series of filter.  The come in 4 sizes - XP1, XP2, XP3 and XP4.  The number after the X Pdenotes how many media "baskets" are in the filter.  The XP1 is a very short filter, with only one basket, while the XP4 is very tall with 4 baskets.  The flow rate of the pumps are similiarly larger as you move up the line.  I believe the main difference in the pump heads between each of the filters is the size of the tines on the impeller. 

I own many XP's currently and have found a few tricks to share.

• First, I've found that there is a big benefit to having one brand of canister filter.  The XP filters use a common quick hose disconnect from the filter.  This will allows me to easily swap one unit out for another.  I can take a disconnect a dirty filter and connect a clean filter quickly.  Note that if the filter you are replacing is the only filter in the tank, you may end up sending your tank into a cycle.  Also, I keep a spare filter on hand and if any one of my running filters happens to break, I have a ready supply of spare parts, or a whole spare filter, if needed.
• Next, I have found a trick to fill the filter.  After I cleaned the filter, I would put the media baskets in the filter body, and start filling it after adding some dechlorinator.  Then, I would clamp the filter head on and usually cause water to squirt in all directions because I filled it to high.  Or, the filter would not work because there wasn't enough water in it.  The trick is to take your empty XP and connect it to the hoses on your tank.  Nothing will happen, obviously.  Next, un-lock one of the latches that hold the filter head to the pump base.  Pull up very gently on the filter head to separate it from the filter base.  The filter will being to fill with water from the intake hose.  Keep the filter filling until it is almost all the way to the top.  Once it gets there, push down on the filter head and re-lock the latch.  Now, simply plug in your filter and you're in business.
• I have found that when I use the micro-filtration pads, my filters will become so clogged that they no longer pump more than a trickle of water after about 2 to 3 weeks.  The micro filter pad is excellent for making your tank's water very clear, but it can become a maintenance headache.  I doubled up the coarse foam filter and the standard foam filter, then filled the top baseket completely full with bio-media.  I use the "Matrix" media that looks like small white rocks.  The filter will run for literally months without needing to be cleaned like this.  I once let an XP3 run for 6 months, and it was still pumping well, and when I took it apart, I found that the foam pads had the consistency of a piece of hard rubber.  Compare that to the micro filter pad that prevents all flow once it becomes dirty.
• Pay attention to the flow of the filter.  The filter can become clogged or start to run dry while not making much noise.  If the filter output is not visible (ie, it's submerged), the filter could go for some time before being noticed.  I keep my filters in cabinets below or next to their tanks.  One time I performed a water change and discovered that the XP2 was not pumping anything.  I discovered that the pump had been running dry.  The impeller had unfortunately overheated and was damaged and had to be replaced.  Had I not had a second filter on the tank, I could well have caused many problems for the fish in the tank due to the filter having to cycle again.

Useful links:

Rena XP Forum