You put a pump on one end, which pumps water slowly through a phosphate media like Rowaphos, Phosban, etc. The water then empties back into the tank just from the pressure.
If you have any algae, you'll notice a HUGE difference with one. My tank tells me whenever I need to change the media because my rocks go from gray colored (where there isn't coralline yet) to green.
I think they're one of the cheapest modifications to your system for the result they give.