Good point, oldtimer.
Al, those fancypants plastic panels are functional. They protect the engine against splashing, they help direct the airflow from the radiator for more effective cooling, and they affect aerodynamics. There are cases where loss of those splash shields has caused engine overheating.
As regards providing your own filter, many shops won’t want to do this. If there’s a problem with the filter they end up with the risk of having an unhappy customer demanding unjustly that they redo the oil change free of charge. Let them get the parts and they’ll guarantee the entire job. If the filter is defective, they’ll redo everything and backcharge their supplier for the costs. They may or may not add a bit of profit to the filter, but that’s only fair. Getting parts costs money.
If you don’t trust the shop, see if there’s a way you can see the filter from under the hood. I do not recommend going under the car to mark it, because unless you have proper equipment and knowledge you may be risking your life. People die when their improperly supported vehicles fall on them. It’s hard to breath with 3,000 pounds of iron on your chest. Besides, you just might break the plastic retainers that hold the splash shield on and then you’ll be back under the car after you buy new retainers. Mechanics are used to removing these shields and can tell how the car’s retainers are removed just by looking at them.
As regards the possibility of dishonesty… it happens, and a dishonest shop is going find a way to screw you no matter whet you do. But of you CAN mark the filter from above, and you’re not sure the shop is honest, by all means do so. If you can see it but not reach it, you could even take a photograph ahead of time. No two filters will seat with the label exactly the same, so if the filter after the work looks exactly the same as the filter after the work, chances are that it wasn’t changed. But I urge you to check everything and contest anything suspicious BEFORE you pay the bill and drive away. Once you pay the bill and drive off, all best are off. Checking work done before paying the bill is a good habit to form anyway.