Back in the day, when I was still managing an NAPA store, we had a filter promotion that involved purchasing filters from other manufacturers, cutting the cannisters apart and displaying our own filters next to theirs. I immediately learned the power of advertising and have always used Wix filters, ever since. The overall Wix design is far superior to anything else out there. Purolator has some really good features, until you get to the piece of string that supports the pleats, ala the Fram design. I've seen Fram filters with crushed and torn pleats, because of the string. Thanks, but no thanks.
Engine Oil Filter Study is a really good read for people wanting to learn more about oil filters.
I've seen fellows use magnets on filters, as Ted suggests. That seems to work well, but it does zip about any bearing material passing through.
If you really feel you need to run one of the screen-type filters, my personal recommendation would be to get a heating element in the pan, so you can pre-heat your oil. If you get a screen that is small enough to trap the junk, cold oil will have problems passing through it.
We ran an Oberg screen on the race car and it really supports the concept of changing oil and filter after initial break-in and again after 500 miles. We would put a fresh engine together and warm it up. I would pull the Oberg apart and the amount of trash in the filter would almost be enough to scare me. I would split the filter again after the first pass and there would still be a lot of junk in the screen. Generally, by the fifth pass, the filter would start coming out clean.