Actually, those filters are really only about protecting the equipment from dust. Filter manufacturers have successfully convinced people much to the chagrin of HVAC techs that these filters are for filtering the air you breath and hence you need a better filter that filters the air better. This can actually damage your HVAC equipment if the filter is too restrictive.

If you want to filter the air to improve your air quality. Get a 20" box fan and a 20x20x1 pleated furnace filter. Attach furnace filter to box fan on the fan's air inlet side and presto you have an air filter that will outperform pretty much every air filter out on the market.