You don't have to filter the 5 gallon if you don't want too. Mine is a marineland hex and came with a penguin filter but I never used it. It got busted when I moved anyways. The only thing I have left is the actual tank with a CT in it. I only bother filtering the 20G and 10G. I don't have enough outlets to give every small tank a filter.
If you want to cycle it and you get a filter like aquenon quiet flow - you can baffle the outflow by getting foam made for the aquaclear filter and stuffing it in where the filter cartridge is supposed to go. With that kind of filter, you can get away with just using the aquaclear foam instead of the cartridges they sell for it. The foam will do the mechanical filtration and the biological filtration. Plus it will slow down the water flow. I also have some where the water comes out of the filter as well. Not to mention its much cheaper then the actual cartridges. Instead of replacing, just swish them around in old tank water.
The one made for the 30-50 gallon is almost a perfect fir for the aqueon quietflow 10 filter :D
Oh, and I also put some tall, leafy plants near the filter to slow the current down even more.
or you can go with a sponge filter. Some air pumps allow you to connect 2 airline hoses so you can filter two tanks with one pump.