Our furnace was having trouble keeping up. I'd set it for 70, and it'd barely get up to 68 during the days and would drop low overnight - down to like 60...or below.
We have two JUMBO direct vent electric start gas fireplaces, so heating the place when we are awake wasn't an issue (Nat and I are both afraid to leave them on at night), but I knew something was wrong. I feared the worse: time for a new furnace.
I sauntered downstairs to the ice cold basement and had a peek around. Low and behold; I spotted the filter. I pulled it out an inch and **whoosh** I hear the furnace - which was struggling to get air - pull in a full breath and fire up. I pulled the filter out further and it was caked. Off to the web I went research the frequency one should change the filter and I discovered that during the heavy heat months (Dec, Jan, Feb), you should change it every month! The rest of the year, you can probably get by with changing it two other times - beginning of A/C season and middle of A/C season.
This was all new to me. Living in our condo, I didn't once change the filter. We lived there for 4+ years! Yikes! Hopefully our renters new these rules and kept up with the maintenance.
Here's my final tip. Go downstairs now and check your filter. When you go down there and actually change the filter, take a sharpie with you. Write the date on it - that way you won't forget when you put it in.
**note** I'm talking about the middle of the road filters; the ones that cost ~ $5.00 a piece - not the $0.89 ones nor the $48.00 ones.