So the manual says to replace the air filter every 4000 miles. Considering the OEM part is like $20, that's a bit pricey for this bike. Also, after 4K, my air filters still tend to look brand new. How often do you really have to replace those paper thingies?

Depends how you treat it. I rarely ride on dirt roads and I clean my filter with a vacuum cleaner at each oil change. Its been in there for 21,000 km.

Many cars have specified about 30k miles for years cutting that in half for severe conditions usage.  When I got my 1st GS over ten years ago and priced oem air filters I thought I'd give that a try.  I changed my 97 GS air filter at 30k and then again at 60k miles and used that bike for just over 80k total miles.  I still had an old CM400A that I used for a winter bike so I did very little cold weather starting with the 97 GS.

I tried the same with my 02 GS air filter and changed it first at 30k and then during the winter before last  with close to 60k miles on it I began having starting problems.  I no longer had the winter bike and used the 02 year around.  I discovered I could get it started without choke and then choke to keep it running and after a few days of messing around and repeating this pcocess I finally realized it was a dirty air filter causing the problem.  I changed it and the 02 started like new again.

I think it's a waste of money to even consider 4k mile air filter changes on the GS and 30k miles is way too long to go even under moderate conditions. For my usage I think 20k miles would be a good figure.  If your riding conditions are more severe like lots of dirt road riding you may need to cut that in half or even more often than that.

I clean my air filter with a vacuum cleaner when the tank is off for 8-10k mile valve checks.

Wash filter with gas. Outside to inside is better. Dry and re use.
Should be good for 3-4 times really. Past that replace - or replace if it starts to look like its gonna fall apart.
Cool.
Buddha.