I'm not certain what you mean by sponge filters unless it is the small filters that some people use in betta tanks. They work by putting an air stone under them and allowing the bubbles to pass through them to keep the bacteria fed. You may mean the sponge that goes in a filter. If that's the case, you can use a sponge in almost any filter whether it be a canister, HOB or whatever.
Canister filters are external filters. The water is pulled from the tank, travels through hoses into the filter and back out into the tank. They are probably the best filters and require the least maintainence. Hang on back (HOB) filters do exactly that. They have an impailer that pulls the water up, through a cartridge pack or some chambers and then back into the tank. For those, you simply gently rinse the pack or sponge weekly in OLD TANK WATER (very important as if you rinse it in tap water, you will kill off the bacteria). The actual filter pack or sponge only needs to be changed when it gets in such bad shape.