Sponge filters are cheap and easy to find, but your sock idea is okay - the point is, as skjl says, something without strong current and no holes that can suck up delicate fry. Bare bottom tank is best, so you can see your fry and be able to siphon up detritus without sucking up any fry! I used a very narrow siphon - basically a piece of airline tubing - for cleaning my fry tank - I could clean up all the waste at the tank bottom without taking out a huge amount of water (you want to keep your tank as free of detritus as possible, so I was cleaning my tank bottom almost daily). Also a chunk of java moss is great - it will help adsorb nitrates, collects infusoria for the fry to eat, and gives then a secure place to hang out. Hornwort would also work - both are floating plants that don't root.