1. I buy the fleece filters because they can be purchased for about the same price as cellulose. The fleece filter does appear to be more sturdy but the paper filters are perfectly acceptable because the FSS oil change interval is not considered high mileage. I tend to go a little over a year between intervals. I did use cellulose once in my Crossfire and it did not suffer any ill effects. That said, if you buy a fleece filter labeled Mann, Hummel, Bosch, Purolator, Mopar or MB OEM you should be getting an identical part. There are other brands like Mahle that are fine as well.
2. I buy the least expensive, decent quality name brand air filter I can find. Hastings, Mahle, Fram, Wix, Mann, Purolator, etc. If one is $15 and another is on sale for $10, I get the $10 one. Then again, I've only changed my air filters twice, lol.
3. For antifreeze I used Zerex G-05 for my first and only coolant change. You can also use the OEM MB coolant that is dyed blue, but it is the same as the Zerex G-05 except for the color (and price).
4. I'm not sure what fuel filter I used as a replacement, but I would trust any of the usual suspects - Mann, Hastings, Mahle, Bosch, etc. The Bosch part is more expensive than the others, and the Mopar part is outrageously pricey.