Filter Choice help: 4 or 5 inch, custom build ?

I'm planning on having a new gas furnace installed. For years, I just had a 20x20x1. Now the proposals say they'll be building ? or including a 4" media filter slot. Questions:

--Should I recommend a 5" instead of a 4". Does it matter in terms of dimensions, cost, availability, performance ?
--These filters appear to either be part of the return duct (above the furnace, custom sheet metal work) or a cabinet made for filters. I'm a bit confused on this and what is better or what I should be aware of.

Thanks

4" is more common.