Another vote for filter floss here.
I use quilt batting, personally. It's about an inch thick and comes on a roll that can be cut to size very easily. I keep it in my filter at all times and replace it weekly, though some folks just use it whenever their water needs a quick polish.
Batting/stuffing is very dense, which helps catch the tiny particles that often make up cloudy and murky water. Since it's so dense, it also tends to clog up quickly, as mentioned above. You can usually rinse it once or twice, but then it must be replaced.