The filter will run $10 to $15 on line depending on whether you get one with carbon. I use the cheaper ones.
From what I have read on forums like this one. problems with heater fan speeds usually trace to a problem with the resistor. That part is about $70 on line.
If the heater control unit goes altogether nuts on you, you can probably fix it for about $1
http://www.frontiernet.net/~papi/Clim_Ctrl.html