Where to set texture parameters

So I have been debating with myself about this for a bit and I figured I would ask here to get an opinion. Where is a good place to call functions that set parameters related to texturing? For example, glTexParameteri(). If I want the filtering for one object's texture to be different from another does that mean I essentially have to set all of that up in its render function? Would there be a lot of overhead in doing such a thing?

Thoughts are appreciated.