The best type of air filter is an accordion type high efficiency filter. These filters stop dirt, cat and dog hair, most cigarette smoke, and the majority of pollens. There are various models available, however some of them need the air duct system modified so they can be added.
The most practical are the type that take the place of the regular throw away or washable filter already in use. These filters are available from heat & air contractors as well as most major hardware stores. They look as though they are made of pleated fabric or blotting paper with wire mesh reinforcing them on one side.
Many of the very expensive electrostatic filters do not remove any more dust or pollen than these disposable ones. Allergy sufferers will usually find a great improvement in the air quality using one of these accordion type high efficiency filters in place of the more common type.
It is important to change these filters regularly, due to their excellent filtering characteristics they tend to get dirty quicker (which is a good thing). A blocked or dirty filter will reduce air flow and may cause a lack of heating or cooling.
Note: Air filters should be checked or changed monthly.