The main difference between cheap and expensive air filters lies in their efficiency and filtering capabilities. Expensive air filters are typically made with higher-quality materials and have a higher MERV (Minimum Efficiency Reporting Value) rating, which means they can capture smaller particles and provide better air purification. Cheap filters may have a lower MERV rating and might not effectively trap smaller allergens and pollutants. While expensive filters provide better air quality, they might need more frequent replacements, whereas cheap ones may need replacement more often due to their lower efficiency.