Filter Design - Step Response
For linear filters, binomial filters, which can be considered as FIR approximation to Gaussians, are very simple. Their coefficients are given by:
$$ h_k=\frac{ \binom{n}{k}}{2^n} \,.$$
For instance, you can get $H_3 = [ \frac{1}{4},\frac{1}{2},\frac{1}{4}]$, or $H_5 = [ \frac{1}{16},\frac{1}{4},\frac{3}{8},\frac{1}{4},\frac{1}{16}]$. Since their coefficients are positive, they do not overshoot.

Here are graphs for $n = 5,17,25,31$:



Savitzky-Golay filters, performing polynomial interpolation, are interesting too, but tend to   overshoot with higher degrees. 

Do not fool yourself though: as long as the filters are linear, there is a notion of frequency very close behind.