From my experiences oil starts to "look dirty" and burn when it starts to break down. My test: 95 Legacy 2.2L, constant driving conditions
First year of ownership, 3 oil changes: Castrol GTX, Napa Gold Filter (Wix), I would get 3000 miles on oil then it would start to darken; at 3500 the oil would start to slowly dissappear.
Second year of ownership, 3 oil changes: Castrol Syntec blend, Napa Gold Filter, I would get 4000 miles on oil before color change and 4500 miles it would start to go away.
Third year of ownership, on 1st oil change: Castrol syntec Full Syn, Napa Gold Filter. Only 2K on the oil so can't say yet, but I expect to see at least 5K before needing to change it.
My observation is better oil (in my case defined as higher synthetic content) lasts longer before breaking down, and when your oil starts breaking down you should start to get deposits and reduced lubrication in your engine. I don't plan on change my oil brand (except maybe Mobil 1 in my soon to be 05 Outback) or my filter brand becasue I've never had a problem, but I would assume any good API certified oil SHOULD be ok if it is changed before or just after it starts to turn brown/burn off. As for filters buy the ones that truckers, farmers, and other high mileage fleets use and you can't go wrong. And Wal-Mart does not qualify here. But I do hate Wal-Mart so I could be biased : )
andy