People dont use filters because they can turn into "nitrate factories" (i have seen that term a million times) basically if you dont change the filter pad constantly it wont do any good for your tank.
As to what to put in it depends what you want it for... a sump is really just to hide pumps heaters and other equipment as well as increase the overall water volume. A refugium is where you want your macro algae and ammonia reducing critters. They serve different puposes and have different needs, a fuge should have low flow, a sump should have high flow if you have your heater in it. Best thing is divide your 20g into two or three compartments with different flow.
Check out
www.nanoreef.com its a great site tons of info and great for using the search function
Cheers,
Ken