As far as my short experience allows I can advise you to glue less possible. Separate parts means easier cleaning and replacement in case something breaks.
As for the HXs, direct flow is the best, simple and efficient with low pressure drop. I think the one you're talking about which is similar to one seen in an old article of Popular Mechanics is more complex and gives less performance. Do as the real HRV on the market, they are quite simple.
About the filters, it depends on what kind of pressure your fan can give. More dense and more pressure you need to pass. I'd stick to a normal furnace filter, like this
MERV 10 AC and Furnace Filters (Better) - 4 in. thick (2 Pack)