I used to go through those filters at a pretty rapid rate and you're right, it got costly. For the last several years i've used the standard filter along with the optional disposable bags in both Craftsman and Shop vac 16gal machines.
The filters never seem to get dirty now and the bags hold a hell of a lot.
I don't think I've changed the filters but maybe once since I've been using the bags as they always come out white/clean.
The bags are "Shop-vac" brand.
More initial expense, but cheaper in the long run for my use.
Rob