Yes, we're putting in a deck and I am doing the ledger board before the siding. My plan is the through bolt it while I can get to both sides.
I put a piece of OSB on the ceiling joists to install the AC stuff, it's spread across 4 joists. It's not very heavy and we will put insulation in underneath it once the drywall is in.
We have 2 filters, the regular cheap filter in the returns that are mainly to catch big stuff like pet hair and the high efficiency MERV 14 at the unit. The one at the unit is a 4" cabinet filter and is for fine dust. The return grill filters get changed monthly, the cabinet filter every 6-12 months, depending on the environment. We have a lot of fine silt in the soil here so it'll need to be changed on the shorter interval. The cabinet filter media is about $40/ea, they're meant for longer run times. They are in a zig zag inside the cabinet so it creates a lot of surface area while still allowing high air flow. It's basically a high flow HEPA filter. We've put them on the AC units in every house we've had, they make a big difference in keeping the dust down in the house and keeping the evaporator coil clean so the unit can run more efficiently. They run about $300, or around $500 installed on an existing unit but, I think they save at least that much in cleaning time and unit efficiency.