B.D.
I prefer the ultrasonic to the cool mist. Our house is cooler to begin with so to have a fan running just makes matters worse.
I do not put a lot of money into them and none of mine have ever needed a filter. I just need to clean them on a regular basis. (Ours runs 365 days a year). I have had very good luck but I do not look for any specific brand just a 'cheap' one.
I think what you are referring to is the white powder they leave behind. Yes ours does. I was told it is the minerals in the water. A friend recommended I try using distilled water to eliminate some of this mess. I have not done that as of yet but I would try it if it is a concern of yours.
HTH