Size of passives for active filter
0402 resistors might be rated for either 1/10 W or 1/16 W. You'll have to check the specs of the parts you're actually using (or, if you're buying off EBay or something, just assume 1/16 W).

Then you'll have to calculate for each one in the circuit, how much power it is consuming. For an analog filter, you want to consider the maximum input amplitude case. 

If the power consumed is less than 0.5 or 0.75 of the rating, you are probably okay with 0402. If you power consumed is more than that, use a bigger part. You might even want to limit the consumed power to less than 0.5 of the rating to avoid self-heating causing your filter characteristics to drift, depending how repeatable you need the filter's performance to be.