Choose The Wrong Filter And Your Furnace Will Not Operate Properly

Be careful not to install a filter that actually blocks or reduces the air flow to the furnace. Several times I've had call backs to houses where the owners would complain that they weren't getting enough heat or air conditioning.

The reason turned out to be that the air filter the owner  installed was blocking too much of the air flow.

That being said , you do have a lot of options open to you and here to explain them is Richard Trethewey from This Old House.