When using the lowest priced filters, one is tempted to "test" them by seeing how well light passes through them. Not a valid test. I recently changed some of those that still passed light very well. But turning on the fan and removing the filter with the air flowing really shows how clogged they are. Compare the effort difference required between the old and new.
And for filters in ceiling-mounted grilles, turning on the fan will hold the new one in place while to the grille is put back in place.