Gobies are, on the whole, quite hardy and tolerant of less-than-perfect filtration. I've used white-cheeked gobies, for example, to mature aquaria. They tolerate polluted waters in the wild (one reason they're still common even in Hong Kong) and this is reflected by their hardiness in captivity. Knight gobies are perhaps a little more delicate than those, but still, you won't find them difficult to keep alive. With knight gobies, salinity is more the issue -- it mustn't be too high or too low, it needs to be just right, around SG 1.005.
So I wouldn't get too bogged down in choosing filter types. For a 20-gallon tank, even the humble undergravel filter can work very well. Bumblebees are small enough that an air-powered box filter is more than adequate, but since knight gobies are quite a bit larger, I'd look at something like a medium sized internal filter or a small external canister filter. In the UK, you can usually pick up something like the Fluval 104 relatively inexpensively. I got one quite cheaply on sale in Maidenhead Aquatics, I think it was about 40 UKP.
One advantage with air-powered filters, like box filters, is that they keep the water splashing at the surface and that helps get oxygen in and carbon dioxide out. Because bumblebee gobies like their water warm, this is especially important because warm water contains less oxygen than cold water. Whatever filter you use, make sure you create lots of splashing at the surface.
Cheers,
Neale
