Getting a genuine FORD remanufactured unit is a good move.
Much better quality than the common corner place that just does enough to the old units to make them work.....which is hit or miss.
I have used the Magnefine filter and highly recommend it.
It is a great add for very little money.
You can install one for under $20.
I have read the TSB that bdcardinal mentions....as it appied to my '96 FORD Windstar, which got a FORD remanufactured transmission in about 2001.
The dealership did not install a filter, but I did later.
The TSB is very specific about using ONLY ATF, and NO chemicals/cleaners.
The other thing that the TSB mentions is to make sure that the in-radiator (and auxillary cooler, if it has one) are not clogged with junk, restricting or blocking the flow.
Restricted or blocked flow will cause the replacement transmission to fail also.
If the in-radiator cooler cannot be retored to proper flow rate, the only solution is to replace the WHOLE radiator assembly.
The auxillary cooler could be replaced on its own, but it is less likely to become clogged as the flow is usually through the in-radiator cooler THEN through the auxillary cooler (if present).
My understanding of how things flow......the fluid returning to the transmission through the cooler return line flows directly into the pan, then it is sucked up through the in-pan filter through the pump and into the rest of the transmission, then out to the cooler(s).
Thus, any junk that gets into the fluid from inside the transmission workings will have to pass through the cooler(s) before flowing through the in-pan filter.
From this flow pattern, one can understand how junk can become built up inside the cooler.
I had read someplace that MOST, but not all fluid flows through the cooler(s).
The thought process in placing the Magnefine, or other cooler line filter in the RETURN line from the transmission is so that any junk that may be in the cooler will be caught in the filter before returning to the transmission pan.
If the vehicle is nearly new, then the in-line filter could be installed in the cooler line going TO the cooler.
Remember, even though the replacement transmission may be near new, the cooler is not, so the rule of "old unit" would apply.
HOWEVER, if, for some reason, one cannot install the filter in the line going FROM the cooler to the transmission, then one could still put it in the other line as some filtration is better than none....you just won't have the extra protection for catching anything in the cooler.
The best of the in-pan filters only filter to a nominal particle size of about 80 microns.........if you have a screen, then the nominal particle size is HUGE, by comparison.
The Magnefine is rated for at largest, a 35 micron nominal particle size, which really makes a difference in keeping the fluid valves and seats clean.