What type of filters should I use for a 3 stage whole house water filter?
First, look up your municipality's water department site and see what they specify for treatment. Your sediment filter will work fine, if you replace it when it becomes full. For the chlorine smell, your water likely contains chlorine or chloramines. A loose filter filled with granulated activated carbon (GAC) should remove these chemicals. The water will interact well with the pores of the GAC, assuming you size the filter for the maximum flow rate you expect.

It may be reasonable to filter sediment at the house level, but filter out the disinfectants at the points of use. There's no benefit to treating your non-drinking water, and you'll replace the filters more often if you treat the whole house for chemical/odor/smells.