You can get a disposable pleated filter that you change every 90 days (recommended) or basic fiberglass that you should change about every 30 days. The efficiency changes over time so it's key to make sure you change your filter within the recommended time frame. As the filters collect all the debris and trap it from recirculating they become loaded and the available openings for air become smaller. The result is better filtration but less air movement which in turn makes your system work harder. Regular filter changes keep your system operating at peak efficiency.
A good way to help remember when to change your filter is at the beginning of every season. Also consider changing your filter more frequently if you or a family member has asthma, allergies or any other type of lung disease. This is just an easy step to creating a healthier you, and what better time to start that then now.