Yes Anand it is recommended for example to filter the incoming side air to the tower especially in dusty regions of the world because if the air is left uncleaned dust will mix with the water in the tower and form a muddy layer on the fill material and at the bottom of the tower. Of course adding a filtering system is initially cost effective but may be it will pay back after some time.

Side stream filtration can be an excellent solution and money saver. Al Feltzin is a renown expert on this complex subject. He has some publications that can be found online.