It depends on what you want to change about your water and where it comes from. If you want better water to drink and cook with, an under-sink filter at the kitchen is the usual answer. It's designed to reduce the chlorine taste and smell and fine grit, and it's the cheapest type to buy and to run.
If you want filtered water at every tap and shower, you need a system on the main line into the house. If you want to reduce fluoride, reverse osmosis is the type designed for that, and carbon filters aren't. For PFAS, pick a filter that's been independently tested to reduce it. On tank water, a filter handles grit, taste and smell, but not germs.
Some homes end up with two: a whole-house system for the showers and taps, and reverse osmosis under the kitchen sink for drinking water.