On/off cycles of the burner are inefficient. Normally, the filter is on the inlet side. Have you checked the filter? They should be cleaned (if it is reusable) or replaced fairly frequently. If it is clogged, it won't be able to draw enough air and you could get this effect.
The installation manual normally describes the size of the duct for return. Do you have it? Check it out.
Normally, return ducts don't have dampers in them. But, it's possible...if you do have any, open them. Do you have furniture or something in front of the return duct inlet(s)? Move it.
Check the fan speed, it may be set too high for your system. The manual should say how many cuft/min you need, and relate that to your ducts and the size of the furnace. If it is electronically controlled, it may be set too high. If it has a separate motor and pulleys, it may be on the wrong pair (if stepped). It is not uncommon to adjust the fan faster for a/c, and slower for heat. It is also common to use one setting all year, but you can often improve comfort if it does change.