All electrical circuits require balance between the components. One component affects another. The answer to your question about the passive filter relies on information about the active components. We'll walk through it here.
The strain gauge load cell data sheet will have information about the sensitivity and the frequency response of your specific cell.
Take this one for example:
The first step is to balance the Cell and the ADC. This is a prerequisite to passive selection.
This cell sensitivity is 8mv/V. This means at maximum deflection (780g of force) you should see 8mv/V * 5V = 40 mv of output across the terminals. The first thing you should confirm is that your ADC with 128x internal gain will scale this signal appropriately. That gain should convert your signal to about 5120 mv under the worst case. If the ADC converts 5V to full scale digital, then you are about where you want to be (because you are probably not trying to measure full deflections) If the ADC had only 3.3V of input range, you would want to make a modification. If your loads are so small that you know there is a smaller working voltage than the ADC can scale on it's own, you should look at a differential op amp to get the voltage into the correct range for the ADC. Let's assume that's not needed for now.
The next thing to plan is your ADC sampling frequency. A simple rule of thumb for sampling is to sample at twice the highest frequency that you might want to measure. This is sometimes called the Nyquist theorem.
This particular cell doesn't have a listed maximum frequency, but lets assume that it is rated at 100 Hz. This means the mechanical components are small enough that they can oscillate at 100 Hz or less without going non linear. I suspect most strain gauges out there are bigger and therefore have lower response.
So, if you want to record information about 100Hz signals you need to sample at 200 Hz and you need to make sure that there is no signal content above 100 Hz. Signal above 100Hz can alias to other frequencies. In this case 150 Hz would look like 50 Hz after sampling.
So it would be good to design a filter that has a cutoff frequency (meaning half the energy, 3 dB, is removed) at 100 Hz. The Wikipedia page on RC Time constant shows the cutoff frequency formula Fc = 1 / 2*piRC
So this says that 100 = 1 / 2*piRC so R*C = 1 / 2*pi*100 = 1.59e-3
So in this case you could choose 0.1 uF and 15.9 kOhms. However, you should make sure that your series resistance is less than 10 percent of your source impedance. In this cell the source impedance is only 1000 Ohms, so you should try and keep series impedance below 100 ohms. Dropping R to 15.9 Ohms and raising C to 100 uF will keep the same RC and cutoff frequency.
So now you know the ideal characteristics of the parts and you can go shopping :)
These are all the ceramic caps at DigiKey that have a 100 uF rating. Your selection will be driven by rated voltage. The larger the cap, the better the working voltage. You need a 5V working voltage, since the signal will average about 2.5 V coming out of the leads from the gauge, and a 2x margin is not a bad idea. The rating is for 6V, and as you can see that puts you in a 1210 package. That's not a bad size.
Resistor shopping is easier.
You can search Digikey for all the thin film resistors at 16K with 1% tolerance.
These come as small as 0402. Here you are checking for power dissipation. These are rated at up to 1/16 W before burning up and opening the circuit. Your high impedance source is probably feeding a really high impedance ADC so your currents are going to be in the microamps range. P=I^2 * R shows that you have nothing to worry about here. You could go down to 0201 (which are almost impossible to work with, so I don't recommend it.)
It is true that passives have non linear properties that manifest at high frequencies, but if your strain gauge and ADC are working in the 100's to 1000's of Hz you are not going to be encountering them.
It looks to me like you can go ceramics and thin film resistors all the way on this one.