My 2000 Honda CRV keeps stalling when the gas gets low and even after filling it and putting in dry gas it still just stalls out in the middle of the road. I would like to know if it's the fuel filter-which is cheaper to replace or the fuel pump which my mechanic says will run me $500

It's always a good idea to replace the fuel filter every 48 months or 60,000 miles, whichever comes first. I'm skeptical your problem, however, has anything to do with the level of gas in the tank. I would replace the Ignition Control Module (ICM) and coil inside the distributor. They are likely breaking down under load. Be sure to apply silicone heat transfer grease to the back of the new ICM. This is the perfect time to also replace the distributor cap and rotor, if they have not been changed in 60,000 miles. This should solve your problem.

If you can hear your fuel pump run, it is likely fine. I have never seen a bad Honda fuel pump, despite the fact that many mechanics erroneously get customers to replace them.