Can I put in a barrier in each tank and add a second to each tank?
Yes. I actually make my 10 gallon tanks so that there are 4 sections in each so I can house more bettas in less space.
If I do so, can I remove the filter from my one Betta's tank?
you can. you dont technically need a filter at all, the only purpose with it for bettas is to help with water quality as it grows Benificial bacteria.
How can I make my own barrier (I don't have the funds to buy actual barriers)?
here is a link for a DIY divider, all you need is craft mesh, report binders, and scissors. http://www.bettafish.com/showthread.php?t=40025
Will the entire tank still be heated if I divide them?
yes, you will want to have an airstone or a filter to get circulation going through the tank so the heater spreads heat evenly throughout.
I'm planning on getting more live plants and planting my unplanted tank- is that okay to do with the barrier?
perfectly fine! as long as light reaches them and they arent shaded by the divider, which I highly doubt they would be, it will be perfectly fine!
Is it better to add a male or a female in a divided tank?
it honestly is all personal preferance. either way the existing occupant is going to be worked up for a few days. I prefer males because they dont secrete any hormones, females dont get overly eggy getting ready to breed and males dont get in breeding mode, but with males there will always be random flaring matches throughout the day and if they sneak through the divider somehow then it means a lot more trouble than if a female did it.
I've done both, both have worked out just great, I just personally prefer to have all male tanks.
What you could do if you want females is to divide one of your tanks and stick both males in it, and then make a sorority out of your other 10 gallon. (just a thought!)