The filters on your furnace are not there for human health--they are there to prevent relatively large particles from clogging your heat exchanger, fan and evaporator coil. In fact, when expensive filters are used to grab pollen, the ability of your forced air system to condition your house is drastically reduced. Further, a good system can make 4 to 7.5 air changes in your house per hour: if the fan is running constantly. However, at least 10 changes per hour are needed to keep indoor air relatively clean. Click on image above for washable, custom cuttable filters that don't need a frame.
However, when sliding filters into air handlers a frame is desirable. These look great. Click on image for link.
And for clean air absent allergens use a good air cleaner in your bedroom! This Oransi machine which is quiet and has very good ratings. New filters need to be purchased for this annually for about $90.