If you can put a normal multimeter on the signal your interested in and it doesn't effect the ECU then you can connect it straight to your pic. Also, unless the signal is noisy, there is also no need to filter it.
What parameters are you wanting to read? If it's temperature and pressure type readings then I would imagine you would not need filtering. If it's crank position etc then you don't want filtering. Something like manifold pressure would need to be filtered.
Mike.