Frowned upon? No, not by most. Though further comments may disprove that.
Most of us simply prefer Lego and the vast majority of our collections are Lego. It has a high level of quality and a clean, consistent look to it.
I've seen a handful of Mega Bloks only films, but they seem to be rare around here. More often, I've seen knock-off bricks and accessories used on the side, or when Lego doesn't make that one piece or weapon. Brickarms in particular seem popular and accepted.
Myself, I am more concerned with quality than brand. I don't mind using knock off parts when they match or nearly match Lego quality. However, a good 95% of my collection is Lego.
My current project is using knock-off torsos, mostly Lego bricks, a few Mega Bloks parts, and probably some Tyco blocks in some later sets. It may even use some Brick Forge weapons.
I'm not against using non-Lego, but the look and feel doesn't always match, and I simply don't have much of anything else.
I find many knock-off minifigures to be down right ugly, even though the extra joints of some to kinda interest me.
As for your film, feel free to use whatever brand you like. Sometimes films do need torso prints or designs that can only be found on knock off minifigures. If it looks the same, many may not notice. But if it's a Mega Bloks figure, it may look uncanny if mixed onscreen with a genuine Lego minifigure.
Before buying much more, I suggest you make something with what you have now. It's amazing what even a little Lego can do. (I recently released a film made entirely with one $15 Lego set.) If you're just getting into the hobby, it may be better to first learn how to make do with what you have now, then down the road make more significant investments for your films.
Also, could you cairify what you mean by "for the film" and "real collection?" The joy of Lego is the reusability, so everything I buy, even for a specific film, goes into my collection after the film is done.
Hope this helps!