With more cars going longer between oil changes it's important to have a quility oil filter. The cheap paper filters used at most of these quick stop oil change places can cost you more money then you ever thought possible. Too many times I hear stories of drain plugs being left loose or oil filters literally falling apart causing engine damage from the "in and out" lube shops.
During a BMW oil service I found this filter falling apart and of course it's a cheap filter from with no brand name (I wouldn't want my name on it either)
Always ask your technician or Shop if they use OEM filters and the recommended oil for your specific vehicle. The extra few bucks is well worth it!