I have a water filter in my house that needs to be replaced, new housing and all. The filter I have works OK, but it sometimes needs to be changed very often depending on the weather. Normally it only needs to be changed about once every 6 weeks but if we're getting a lot of rain and my well is stirred up I may need to change it one of more times a week.

So here's the question part. If I put multiple filters in parallel, split the pipe before and join after the filters, will I loose any water pressure?

I'd put them in series. High micron filter first and then a lower micron next. What micron are you using?

In series I would loose most of my water pressure just getting the water through the filters when they are clean. I use a 20 micron filter and this does not get all of the silt/mud out of my my water. I tried using lower micron filters but this cut my water pressure so that I could not keep my shower running.

I'm not looking to get my water cleaner, I'm looking to not need to change the filters as often even if I'm still changing the same number of them. Usually I have no warning, someone gets in the shower and the water pressure drops due to a filter getting plugged and the shower turns off and then it's an emergency and I've got to run to change it so whoever's in the shower can finish.

My logic says that if I have one pipe going in and one pipe coming out that it shouldn't matter how many there are in the middle. Like electricity, the flow over each line will be reduced but the pressure of the overall system should remain the same.

If you are changing filters that fast, I would consider alternative cleaning solutions. A pool filter that could be backwashed might be one. You must have a dug well, I have drilled well and regardless of rain, have never had an issue. I change my 10 micron every month.
I would do a parallel set up with bypass valves. That way, you run 1 filter till it clogs, switch to the other filter and replace the bad one. Do you use a pleated or string wound filter?

A filter that backwashes could be an answer for you, but to answer your question, putting them in parallel would not, I think, be a problem.

Unless the filters are high-priced, you might want to just start changing them out every month or so. That would be the "heading them off at the pass" approach.