You can buy aftermarket socks for those modules that have a separate sock prefilter on the pump. The actual filter on the 04+ trucks is a plastic or metal canister that is in the tank module along with the pump. Here are some pics of my module. The filter is the grey piece with the regulator on it. I cut open the filter.

 

mine is along my frame (well was )

 

Filters went in the tank in 04 with the exception of flex-fuel which was on the frame rail only in 04. Also the 04 4.3 V6 fuel filter was on the frame rail.

05 and up are in the fuel tank and non servicable with the exception of the Duramax which has an external filter.

Don