The problem with comparing air filter prices is that there are so many different codes for efficiency and types of particles they trap. There are three ratings in the U.S: MERV - the industry rating system, MPR rating by 3-M that is not considered industry standard, FPR grading system used by Home Depot and Honeywell.
Make sure you change your filter frequently especially when the heating unit or air conditioner is run for long periods of time. If you have pets, you may need to change the filter more frequently that recommended. Always make a note on the filter of the date installed and mark on your calendar when you need to change it. Some thermostats will remind you when it needs changing.
Note: I found the cheapest place to purchase filters online is www.airfiltersdelivered.com and if you purchase through the Walmart web site it's less.