You don't say what motor you have so I'm assuming it's a Disco TDi 300. If I'm right then you can buy filter kits from Paddocks for £6.30+vat for all three filters.
The reason I mention this is that I do engine oil changes and all three filters every 6,000mls. I also clean out the fuel sedimenter as well, whilst waiting for the old oil to drain out.
The oil I use is 10w-40 semi-synth from our local Carrefour. Costs 13euros for 5 litrs so always have plenty in stock.
I'd definatly change the engine oil every 6k, as well as the engine oil filter, the diesel filter to, I've got a K&N panel for the air so I just give it a quick bang to get rid of the bits . as for most of these "efficiency" mods most are not worth the money and you would be better off just making sure all the service items are kept up to date.
me I get ~480-500 mpg, but it may be because I'm running on WVO ( though Ive got some dino in at the mo cos its been a bit cold).