The main purpose of an air filter is to protect your heating and cooling equipment.
How often should I change my furnace filter?
This should be at least checked monthly. Replace as needed. If you have an electronic air cleaner, clean as needed.
Which furnace filter should I use?
First of all, make sure it fits perfectly to the filter rack. We typically recommend using a less dense filter. If allergies are a concern there are some options. The best way to know is to have your home's duct system evaluated. The size you might have may not be the best for your system.