Mine's just had a new fuel filters as part of a dealer service when I first got the car I think, but I was going to check that anyway, and then like you say, change it again shortly after.
Hopefully going to start running mine on biodiesel ina week or two when im off on holiday, so I will report back on it.
I do 1000 miles a week, and my fuel economy is very consistant normally during that time, so any deviation should be easy for me to spot.
If I lose anymore than about 5mpg, it wouldnt be worth the increased hassle.