I'd just get a regulator/filter combo, unless you really want an oiler if you don't do that manually or intend on painting.
Keep in mind they have port sizes too..so you wouldn't want a 1/2 output and put a 3/8 1/4 or whatever there thus stepping it down...can always step down after the reg/filter. Bowl size on the filter may be important or if it is manual or autodrain...no idea myself how fast these fill up but doesn't seem like much for periodic use. All day use you'd probably want large bowl and auto-drain maybe? There's also a difference in the bowl pressure ratings, like your normal plastic (orwhatever it is), metal shield seems to be 150 psi max. Then metal 250 psi.
That's all i know and it's my 1 day google knowledge =) others are more knowledgable.
I just ended up looking on ebay, northern tools has a reg/filter for 59 bucks by ingersoll rand but it has a built in gauge..maybe good for if you're banging stuff around, otherwise i'd imagine it's not easily replacable like your normal screw in types.
For my purposes i picked up a parker combo off ebay..no idea about them but i'm not needing anything beyond basic at this point, i was asking the question as i accidently picked up just a regulator and was going to add a filter, but decided a combo was easier in my space for hookup.