Its worth being a little anal!
I don't know about you, but I'm not keen on changing a filter by the side of the road when its 10 degrees out while in my work clothes. I could do it if I had to (I do care spares and tools), but its not high on my list of "Stuff I'd like to do today."
The filters will prevent the grit from destroying your car, but they won't prevent you from having to hassle with it.
I like truck stops, when I need petroleum diesel. They are quick, efficient, friendly, and they have clean fuel.
Plus, the windshield washer squeegies have reeaaally long handles at the truck stops, so you can clean the entire windshield from one side. I love that.
peace,
sam