Generally High speed to avoid icing. More air over the coil, the higher the surface temperature of the coil...thus less likely to ice over.
Why they put low speeds on them I do not know. Some nits will work on low speed under the right conditions. Most of the year we run the front unit on low speed and set about 2 degrees lower than the rear unit. Neither have iced the coils.
As for cleaning the foam filter, in full time use, I clean ours about every 10 to 14 days. Shake the dust off, wash in warm soapy water, blot off water and reinstall. Yearly, pull the top cover and wash out the condenser coils. Check the evaporator coils from below with a flashlight and mirror. If they look dirty, while the top cover is off, pull the sheetmetal cover off and clean the evaporator.
Ken