i use these washable ones (http://www.airfilterstore.com/air-care/index.html)
not to rag on home depot, but i dont really trust them with air filters since they use their own proprietary filtering scale, which makes their low end filters (according to the standard scale) seem mid range (according to the home depot scale)... i use the gold frame ones which is "slightly" above mid range in the standard scale
also air leak if filter is not 100% tight is always going to happen... as long as gap is less then an inch around the sides, will be ok