I use the Motorcraft filters. My conclusion from the first link that Aldive posted is that most filters are ok except Fram which is a poor design and should be avoided at all costs. Some premium filters may be better (Mobil 1, AMSOil) but you will pay substantially more for them.
It may depend on your oil change routine i.e. if you only run your oil for 5k and change oil & filter, then you may want to stay with the less expensive filters. If you are running extended oil intervals (determined by oil analysis rather than mileage) then it would seem worthwhile to use the best filter you can find.
If I were running extended oil intervals, I would want to consider a bypass filter in addition to the standard full flow filter. If you search for "bypass oil filter" you should be able to find more info on this.