Are High End Furnace Filters worth the cost?
The problem with the really cheap filters is that you really should replace them monthly.  The slightly more expensive filters often only need to be replaced every 3 months or so, which in reality doesn't actually make them that much more expensive.  

I usually go with the cheapest 3 month filters, since I know I'm not going to get down there every month to replace the super cheap ones.  Aside from that consideration and the ones you already mentioned, there's no need to spend lots of money on a top of the line filter.  They aren't going to make your furnace last any longer.