On ebay or amazon they are not that expensive. like $12 each for a OEM knockoff. Not perfect but good enough. If you are really cheap you buy a large pleated furnace filter and cut many replaceable inserts from it.
It sits right on the output of your fan so if it plugs hard it will cause more load on your HVAC fan and make it run hotter. This will make it fail sooner.
I can tell mine needs replacement when I get a musty smell when I first run on the fan after the trucks been sitting for a day or so.