Do both.
You can't have "too clean" transmission fluid.
I have taken it one step further and added a spin-on type filter with added neodymium magnets, but MagneFine is an easier way to go and has Ford's blessing. They send one out that MUST be installed with each Ford re-manufactured transmission.
They come in three sizes. 5/16, 3/8, and 1/2 inch. Our SuperDutys are 3/8".
I believe they are also ideal to use in power steering applications (but I put a spin-on there, too).
Pop