If you're looking for premium coffee filters, there's a good chance that you'll find them at your local grocery store. It's more likely than not that they'll be the Melitta brand. Some brands of white coffee filters are processed with chlorine. Melitta filters are all-natural and contain no chlorine, making them friendly for those with chemical sensitivities.
When it comes to doing the job they are designed for, they essentially do the same thing, so don't feel like you need to shell out on the big brands to get a good cup of coffee.