A clean furnace makes a bigger difference than you'd think. Here's the most effective method, plus the mistakes most people make.
Turn off the furnace at the thermostat. Turn off the gas supply at the shutoff valve. Safety first.
Unscrew the front access panel to expose the furnace interior. Set the panel aside.
Use the vacuum brush attachment to gently vacuum dust from the interior. Be careful around delicate components.
Remove the old filter and replace with a new one of the correct size. This is the most important step.
Replace the access panel, restore gas, and turn the thermostat back on. Listen for normal operation.