haha, the filter debate... There's numerous ways to skin a cat, its finding the way that suits you is the best.
In saying all that, the first deciding factor is the size of the pools in question. If they are rather small (like a gallon at most) then I would reccomend a nice an simple "box filter" that's driven by air... Often these box filters are shaped so they fit a corner of the tank, so it might be the one that soilentgringa is talking about?

Anyway, these box filters can be stuffed with "media" - basically the site where your beneficial bacteria will grow - but will need to be weighted down with a few rocks or some pebbles to keep them down.
If they bigger, I would reccomend something a bit more "stronger" and look into a power filter. These aren't driven by air, rather a impeller of some sort. I often see the ones suited for bettas being the best, and would reccomend you going to your local fish store finding whats available and go home and do further research in the best filter for you.

You don't really need a large one, look for ones that's "up to 5-10 gallons" should be enough for your needs.
Basically to set up your filtered pool is no different to setting up an unfiltered pool. The only different is maintenance, particularly when it becomes cycled. If you've ever kept fish before, it should be a breeze and maybe familiar with the nitrogen cycle or have the important equipment to "test" the water. If not:
Basically anything "organic" in the tank - such as crab poop or rotten peices of food for example - gets broken down into ammonia. Ammonia is very dangerous to most - if not, all species... Chloramine is often added into our drinking water which is a product of ammonia and chlorine, so some ammonia is present in our water which - animals are extremely sensitive to. Anyway, this ammonia gets converted into nitrites by some beneficial bacteria; which is slightly less harmful than ammonia.
However, nitrites can still be as deadly as ammonia, but not as much. So currently we are at nitrites, which then get converted by another set of bacteria into nitrates. Nitrates is considered to be the least potent out of ammonia, nitrites and nitrates.
This is when we come in, water changes are carried out to reduce the levels of nitrates (and to replace lost minerals and clean out the gunk).

However, the beneficial bacteria doesn't really have the numbers to convert ammonia to nitrates when you first set up a pool. So for the first few weeks, you have to treat it like one of your regular pools and do daily (or whatever it is currently) water changes until the bacteria colonies build up. Once the colony has been built up, it refers to being "cycled".
As for water changes, its best to remove around 25-50% of the water (50% if you have messy crabs or the water gone all funky) weekly. Just make sure that the new water added is dechlorinated (and for SW, its at the right level).
About every few weeks/months - once again, depending on how messy your crabs are - you will need to clean the filter. You'll know when its time to clean as the filter doesn't "flow" like it use to.

Basically when you do a water change, use the old water to wash out the filters media. This way, you're keeping the beneficial bacteria and stopping the cycle from crashing.
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If you haven't already, I suggest looking into the fish forums for a rundown to the basics of fish tanks.

Often the same principals of fishkeeping is applied to our hermit crab pools.
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If you go to the petstore, you could have them test out the water for you. (May be useful if you don't have your own test kit or don't want to buy your own). The only ones you're really interested in is the ammonia, nitrates and nitrites. Ideally, they should be:
ammonia - 0ppm
nitrites - 0 ppm
nitrates - <20 ppm (best keep it around 10ppm or under, if they are over 20ppm then its a sign to increase waterchanges or the number of water changes)
Make sure they tell you the numbers, "fine" is not the right answer!

The above are the example of a cycled aquarium... or water pool!
