Unless you have allergies, a good disposable pleated filter is all you need. Do not waste your time and money on "washable" or "electrostatic" filters. They are very dense and do not let enough air through. They have been the culprit to many frozen up A/Cs as well as bad limit switches and even heat exchangers. I have seen a lot of trouble out of electrostatic air filters. IMO they should be outlawed.
A good pleated air filter is usually sufficient for most houses. Unless you have allergies then you can check into electronic filters or some other options like Aprilaire or Air Bear. Don't over think a filter. Just buy a package of them at the store and keep a few on hand. That way they are right there when you need to change one. Just make sure you keep a clean filter in the furnace. Do NOT go buy any timeline printed on the label either. If it says "three month filter" ignore it. Total marketing BS. Check your filter at least monthly and change it when it's dirty.
At our local Lowes they carry the Endust brand three pack pleated filters for something like 6 or 7 bucks. Thats personally what I use at my house. 3M Filtrete are also good and can be found just about anywhere.