Undergravel filters are not recommended. They are a pain to clean, and can lead to problems down the road when too gunk builds up underneath them. I would suggest a sponge filter. Ebay has good deals on cheap sponge filters that you hook up to an air pump and you are good to go. I usually go with the dual sponge filters, but that may be a bit large for a 2.5 gal tank, so you may opt for the single sponge filter. Here are some links...
Dual sponge filter, check out the small size, only about $4 including shipping to your house.
Single sponge filter,
If you can fit the dual sponge, I would go with it, as it is nice to have double the surface area for bacteria to colonize, and you can stagger the cleaning of each sponge.