I bought an OEM filter with cork gasket from Autozone. Ran me about $35 iirc. One tip, if you go this route, take out the cork gasket and put it between some big books or some other flat heavy objects for a couple days. It will make keeping the gasket in place during installation a lot easier.
Getting new fluid up into the fill hole is a WHORE to say the least. I used a little hand pump from Pep Boys to do the trick. Its messy as hell.
Also, I used Mobile 1 Synthetic tranny fluid. My trans fluid was chocolate and burnt smelling when I bought my VX. I was also slamming gears hard inbetween 2nd and 3rd. Changing out the fluid fixed this problem.
Bart
PS - To change the filter you will need to drop the crossmember supporting the tranny. You have to use jack stands to support the trans first, and then drop the cross member. Try to find a buddy to help you with this project, and give yourself all day or all weekend...