Shop air filters selection

Today someone, very nicely, gave me an almost new furnace blower to build a shop air cleaner.
This thing in high speed blows some serious air.

I stopped by my local Lowes to buy air filters to start to build my air cleaner. They carry only two types of air filters in this Lowes ( I was told several times that this is the smallest Lowes in the the USA).
I wanted to buy 3M Filtrete filters but they do not advertise any rating that I can understand, like Merv rating.
Instead that have MPR rating.
I found this page which tries to explain the correspondence between both ratings:

http://www.iaqsource.com/article.php/comparing-3m-filtrete-filters/?id=19

I knew that 3 M Filtrete filters are expensive, but ii did not know that they were that expensive!
The Largest one with the highest MPR rating is over $30.00 a piece!

Which filters do I need to use and which one I can do without?
(I understand that the highest rated and most expensive one do better job at cleaning the air but do I need it?)
Would I be better off buying a 1 micron filter from grizzly and use it instead?
Thank you.
Bertrand

-- Bert