You should still change the filter, even if you're draining "clean"
oil just for a viscosity change. The filter contains 1/2- 1 qt of
oil, and you don't want to mix any more of the old
oil than you have to.
As for the filter type, use the best one you can find, always. But you don't need a different type or brand of filter for different viscosities. I prefer a Purolater Pure-1 or Motorcraft.