The sole purpose of the filter is to pull dust out of the air.  How thoroughly you want to do this depends on you, and your budget.  No matter which filter you decide to use, in order for it to function properly you must clean or replace it according to the manufacturer.  Dirty filters will not damage your furnace in short periods of time, however, over a long period of time they can drastically affect the efficiency of how well your furnace heats.  

The simplest as well as the oldest and lest efficient is the spun glass also referred to as “fiberglass” filters.  When these get dirty, you simply toss them out and replace it.  Spun glass filters remove approximately10 to 15% of the dust in the air.  These filters require replacement on a monthly basis.  Fiber filters are spun plastic and are as effective as spun glass filters, however they are washable. 

To remove the most dust from the air, you should purchase either a media filter or an electrostatic filter.  Media filters are spun-glass filters that have a pleated fiber core.  These filters remove approximately 45% to 90% of dust and pollen from the air.  Like spun-glass filters however, these are also disposable.  The recommended replacement time can be up to three months. 

Electrostatic filters are layered to form an electrostatic charge, which draws the dust and pollen out of the air and traps it in a foam filter.  This electrical charge is permanent and the filter is plastic, meaning that these filters can be cleaned instead of simply tossing them away.  Electrostatic HEPA (High-Efficiency Particulate Air) filters can remove up to 99% of the pollutants in the air.  These filters require cleaning every 3 months to ensure that they function properly. 

Electrostatic precipitators are the most efficient and the most expensive type of filters available.  These filters also require professional installation.  Electrostatic precipitator filters work similar to electrostatic filters except that their electrical charge is supplied by a power source.  Precipitators restrict airflow so they also require a small booster fan.  These filters can remove particulars as small as 0.001 microns in size, which is small enough to remove smoke and other similar particulates from the air.  Like electrostatic filters, these filters also require cleaning every 3 months.