Changing a furnace filter is a simple but often neglected home maintenance task. It’s recommended to change the filter every three months. Don’t buy the cheapest type; a high quality filter does a much better job of removing fine particles of dust, lint, animal dander and pollen. A quality filter improves air quality making your home a healthier place to live.
If you're planning on selling your home and do not change your filter regularly, consider replacing the filter a week prior to the home inspection and running the system. The filter may get dirty pretty quickly, if this happens you may want to replace it again prior to inspection. Doing this will not only improve the air quality in your home but it might even help the outcome of your home inspection!
If you're not sure which filter to buy, here is a handy guide from Home Depot that has a rating system. http://www.homedepot.com/webapp/wcs/stores/servlet/ContentView?pn=Air_Filters&langId=-1&storeId=10051&catalogId=10053&cm_sp=96e5c9cd-b521-47d5-a204-eb524aebd146