This paper proposes an iterative detection and decoding (IDD) scheme and an approach to improve the selection of access points (APs) in uplink cell-free massive multiple-antenna systems. A cost-effective scheme for selection of APs based on local log-likelihood ratios (LLRs) is developed that provides sufficient statistics to the central processing unit and selects which APs should be considered for each user. {Numerical results show that the proposed IDD scheme works very well and the proposed LLRs-based approach to select APs outperforms the existing techniques in terms of bit error rate and spectral efficiency while requiring a comparable fronthaul load.