The previous owner did things on the cheap. He had black labs. Lot's of them, as he was an avid hunter. And 4 daughters. And a wife. The house is 100 years old. The furnace is older than the 30 years we've been there. So yes, there are lots of air leaks in the system. I patched as many as I could find.
When we bought the house, it had a screen in front of an electrostatic air cleaner. If you'd stomp on the floor anywhere in the house, in about 5-10 seconds, you'd hear the thing start snapping wildly. The screens would get blocked about once a month and I'd clean them off and run the two sections of the air cleaner through the dishwasher as recommended. Yet we'd still see dust in the house, which I determined was mostly cat dander as mentioned before.
I finally had enough with the electrostatic cleaner, and found exact replacement filters. I disconnected the unit, removed the two sections, and replaced it with the filter. I left the screen in as a pre filter. I still clean the screen a few times a year, but it's now nowhere near as bad as when we had the electrostatic cleaner. I change the filter once a year, and I can still see through it. And we still have two cats.
It's a 16x25x5 MERV 12. Seems to do a much better job.