I think engine air filter is the most importance of them all, and OEM engine filter is usually better quality, it may costs a little more than aftermarket, but since I keep it for 40-50k miles so the extra cost isn't much importance to me.
OEM oil filter isn't that great, after market oil filter can be better, as of now Fram Ultra spin-on oil filter is the best for the money(no more than $10/ea and Pep Boys has 20-35% off code regularly).
Cabin filter isn't importance, any filter can do the job. Remember that not long ago no vehicle had cabin filter and nobody suffered any illness. Therefore I buy cheap cabin filters for my cars. I even cut furnace filter(size 20"x30") to size to use it in my Honda S2000 and Volvo V70. One large furnace can be cut for more than 5-6 cabin filters.