Did you call the dealer and the repair shop because you think something is broken, or just because you didn't know who to ask?
The only purchase that will pay for itself would be trading your vehicle in on something much more efficient (but not more expensive). There are plenty of things you can do to increase your fuel economy, but buying an expensive air filter won't help. Tell us about your driving style, your route, and your traffic. How much effort are you willing to put in?