Personally I don't see why people put so much emphesis on mechanical filtration when running a sump/fuge in the first place. It seems to me that all it really does is work against you. Please somebody correct me if I'm wrong here.
Filter socks and other mechanical filtration, like Shawn mentioned work in some of the same negative ways that canisters do. They provide an area for all of the undesireable stuff to build up in which your dirty water has to pass through becoming even more contaminated. That's one of the major drawback of canister filters, how many people does anyone here know who cleans the mechanical filtration in their canisters everyday or even once a week for that matter?
I believe it's been determined buy some pretty smart folks that both your skimmer and your fuge are most effective when each are being fed the dirtiest/rawest water possible. The skimmer needs that stuff to build up some level of gunk inside of it in order for it to run effectively (well most skimmers at least). And a fuge is teaming with life and those organisms all need to be fed in order to thrive and multiply the way we want them to, so why take that away from them? This is why you'll never catch me with a filter sock on the drain that feeds my fuge.
The skimmer is already going to pull out much of the organic waste and uneaten food. Not only does it skimm it but it completely removes those organics from the water all together which is a huge benefit over canisters in itself. That's why a ~good~ protien skimmer is worth it's weight in gold.
Your skimmer, the CUC, the benificial organisms in your live rock and sand all the way to your corals and fish are all means of mechanical filtration so that should be all you really need as long as you're not going overkill with the food. The bacteria growing in the rock and sand will take care of the ammonia and nitrites...and the macro algea or plants (whatever you decide to keep) will consume the nitrates. Those plants need food/nutrients in order to thrive and perform their jobs well too. So the way I look at it is that the entire system as a whole is one big filter and each piece of equipment and including your livestock all play a vital role in how that system functions.
Now if you want to throw some filter floss in your bubble trap or possibly a sock or two on the drains that come from the fuge to the return chamber for a little extra water polishing then by all means I say go for it. But to think that one needs to have some form of great mechanical filtration on your drains as the water comes in IMO is missing the whole point of having a sump/fuge in the firstplace. Asside from some of those great benefits above it should provide for easier and less maintenance, which IMO is why most people take the plunge and risk possible floods in the first place in order to achieve all those great benefits. And yes, it's a good place to stash heaters and thermometers...etc.
Shawn has picked what I believe is an excellent design for your sump/fuge, Flower. It's basically excactly like the one I've made only it's two tanks instead of one. It's based I believe off of one of the most popular designs that Mark from Melevs Reef (if he actually was the first) has ever come up with. And it explains alot why it has become so popular. Not only will it allow you to feed dirty water to your skimmer and fuge seperately but it will serve as a remote sandbed as well. With a simple turn of a valve you will be able to completely isolate the fuge from the rest of the system should you ever need to.
Again, please, somebody correct me if I'm wrong in any of this because if I am then I'd rather someone say so than not say anything at all. And Flower, I hope this helps in some way clear things up a bit in the understanding of how a sump/fuge works as a filter.