How often should you change the filter on the furnace? Whenever it's dirty. And although it sounds a little silly, some of better filters get dirty more quickly and need to be changed more often. A standard cheap (about $1) fiberglass air filter should be checked once a month and changed when it shows visible dirt. You also need to check the filter when running the central air conditioner, because air circulates through the furnace and the filter.
This home inspector recommends you do a little research befor buying a furnace filter. You will have to purchace a filter that meets your family needs. Read the labels-some are more efficient than others. Price will vary from about $3 to $15. These filters will trap much more dirt and smaller particles of dirt. They need to be changed more often because they do a better job of trapping dirt.
The next level up from standard throw-away filters are washable filters and electrostatic washable filters. Washable foam filters work quite well if coated with a special sticky spray like Filter Coat. Electrostatic filters are relatively expensive (about $100), but they do trap dirt well.
A better filter is the 6-inch-thick pleated paper filter. Air is forced through a long accordion of filter paper. Fine holes in the paper trap small particles of dirt. The large surface area limits pressure loss in the heating system. A special frame needs to be installed in the duct work, and the filter costs about $25, but it will last one or two years.
The top of the line is an electronic filter that charges metal plates in the air stream and attracts dust. This is the only type of filter that actually removes smoke particles from the air. This filter costs about $700 installed. Filter plates must be washed monthly in the dishwasher or by hand with soapy water.
I consider the pleated paper filters a good investment. The more expensive electronic filters are great for people with allergies or sensitivity to dust.