I will be doing an oil change an the weekend
Is it best to stick with a main dealer filter?
Or could I use a local one, ie Halfords ?

 

If you're changing your oil every three or four thousand miles anyway, the make of filter you use shouldn't be a critical issue. A genuine Subaru one is the safest option, but if you can't get one, a Halfords brand (and I mean a Halfords one, not a Champion!) will do the job.

Don't forget to have a look at this thread for some of the Subaru oil change quirks if you haven't already done so.