Many oil filters are made with the same materials, so buying a filter from the dealership is not necessarily going to give the customer a better filter than one purchased from a retailer like Wal-Mart. Purchasing a filter directly from the dealership often costs more and, in many cases, it will not be worth the cost.
Filters must be changed every 3,500 to 8,000 miles. If the filter is properly maintained, then there will be little to no difference in how the engine performs. However, the price difference does reflect the construction of the filter. Cheaper filters use less durable media as their filter material, while more expensive units use better synthetic material. These materials are the barriers that protect the engine's internals from any unwanted deposits.