Use the filter that makes sense for your circumstances.
I cannot live with a el cheapo blue fiberglass filter, whether it cost $0.57 or $1.29 I am mold spore sensitive and these simply do not trap enough dust and mold to keep my body peaceful.
At a minimum, I want a Merv 8 pleated filter. Yes, they place an additional load on the fan. However, the filter frame in my unit was changed out from a 16x20 to a 20x25 to partially compensate.
Additionally, pleated media filters are available in 4 inch depths to fit inside standard filter frames. Honeywell filters use this media. You won't find these in stores, you'll have to find a Honeywell dealer to buy them from, or find them online. These are also Merv 8 and Merv
10 filters. A 4 inch deep pleated filter will come close to the fan loading of a el cheapo fiberglass filter, especially in the first 30 days. When you change them out, every 90-180 days, htey will be HEAVY with all the dirt collected.