Not necessary. How long before you need to change them the first (and maybe second) time will depend on how "dirty" your system is at the beginning. That's also part of what's behind the wisdom of starting at a lowly 5% for a couple of tanks ... helps make sure you don't sluff off huge things for quick pluggage.

I actually just got my first shot of B20 today... took a little under 9 gallons to fill up, which means that I'm running at about 4-5% bioD right now. The diesel I already had in the tank was already dosed with Stanadyne's Performance Formula, so I'm not sure if I'm going to see much impact until I run through a couple of tanks.

I already need to replace my air filter due to mileage issues, but I'm going to hold off a little bit on that one until I can see how the BD runs. My fuel filters will be in tomorrow, so I'll already be stocked to change them out after a tank or two.