If you are like me and only do it on occasion when time permits I would reccomend doing like kip floss's set up but on a smalle scale. greasel.com is a good place to get a filter sock. They are about $11 after shipping. Get the short one. Cut a hole in the bottom of a 5 gal bucket, put it upside down, and hang the sock through. Have another 5 gal bucket underneath to catch the filtered oil. Also have something to stabailze the rig. Rig up a faucet or valve of some sort in your bottom bucket so you can hook up a hose instead of having to pour the filtered oil out of it into something that can get it into your car.
Some will reccomend a water trap in your car. I do not have one and have had no negative experience but I only do it on occasion.
Store your filter sock somewhere where the critters can not get to it. I had to get a new one cuz rats or something ate into it.