Kudos to HD for not jacking up prices.
It is best to make them with a four inch thick filter, which HD does not stock, and higher than a #9, likewise, bought online. You can stack a #8 in front of a #17, to make the ~$100 #17 last longer, and stack two box fans (one intake, one exhaust) to get more suction. Maybe stack #8/fan/#17/fan, to keep the fans clean.
But the single one-inch #9 filter cleared the smoke from my whole house in no time flat! Don't let "best" stop you from doing "good".
An advantage you have from high airflow is that particles that make it through the filter once are likely to get trapped the next time around, or the 20th. Atomizing some water ought to make filters momentarily stickier, until it dries.
Fan blades getting dusty can cut airflow in half! (Same on laptop cooling fans; use a vacuum cleaner on your laptop air path.)