Yes, you should always change the filter at each oil change, it’s a cheep insurance policy to protect your engine. Normal engine operation will leave contaminates floating in your oil, the filter removes these contaminates and stops them from hurting the engine. Just as important as changing the filter is to have the oil itself changed at the proper intervals. here’s a picture of a very overdue oil and filter change, the engine this filter came from has major damage, and major dollars in repair.
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