While this is the Nordic Pure air filters we use at our house, the review is on Merv air filters in general.
Most home owners I believe just buy the cheapest air filters you can find for your central air or heating system. There is a huge difference between cheap filters and good filters.
Good filters are rated with a Merv rating that explains how well it can trap particulars based on size.
The higher the Merv rating, the better job it can do. There is a limit though, for example our central air installer recommends we don't go past Merv 8 as it can put extra work on the unit. This is a similar effect when you don't replace your filters often, they get clogged and put a lot of stress on the unit.
We tend to use Merv 8-10 for our heating system and Merv 8 for our central air return. These filters will be a lot more expensive than cheap filters given to you by your maintenance company or found at your local Walmart. They are worth it though as they do a much better job at keeping crap out of the air.
These particular filters cost me $43 for six of them on Amazon by far not the cheapest option available but will last 3 years.
Images are from Amazon product description unless noted