My Doheny's Discovery came with fine pleated filters and the coarse screen filters. The Discovery is the same model as the S200 and Active20, so they might come with them as well.
I don't like the fine pleated filters because all of the little debris gets caught n the pleats and takes at least twice as long to clean. It's only a few extra minutes, but i need to be back in the pool! :-D Also, the pool is so much cleaner with just the coarse screen filters that I don't care enough about the extra cleanness to deal with the hassle.
Other folks here, some named Matt, will disagree and say they love the fine pleated filters because it makes their pool extra super sparkly. :-D