A minimum filter is designed to protect the furnace fan from large dust balls -- not to protect your health.
ONE INCH FILTERS
You can start upgrading from there. One of the best of the 1 inch filters is called Filtrete from 3M. It's an electrostatic filter that becomes charged as the air passes over it. The Filtrete tends to catch rather small dust particles, even pollen and is one of the best value for the dollar filters on the market.
FOUR INCH FILTERS
The best of the large 4 inch filters is an electronic air cleaner, assuming, of course, that you do your maintenance to keep it sparkling clean. That can be hard to do since most soaps leave a bit of a film, which reduces the effectiveness of the filter. When it's dirty, it's the least effective of all the filters. The dust just goes right through. Click here for details on Cleaning Electronic Air Filters.
Some people would rather not clean their electronic air filters, so they buy media filters that are 4 inches thick to replace the electronic system. This gives you pretty good filtration because the pleated filter design has a very large surface area. And you can get various quality filters right up to HEPA or hospital grade.
DIRTY FILTER ALARM
Just remember that if you run the furnace with a clogged filter, you're sending much of your heat up the chimney because the air can't get through the filter fast enough to carry the heat into the house. Years ago I found a little whisle alarm to put on your filter -- then it dissapeared so I took it off this article. Recently I found another one of these great ideas. The "REMIND-AIR" is a plastic whisle that you actually cut a small X in your filter and push the stem through, then put the cap on the other end.
When the filter is clean and working properly, the air goes through the filter and doesn't bother to go through the whisle. But when the filter gets dirty and the air is getting blocked, that will force more air through the whisle. Very slowly you will begin to hear a bird like whisling sound throughout the house -- telling you that it is time to clean or change your filter -- just like the little noise that comes from your car brakes only when they need changing. Pop out the whisle, clean it and put it in the new filter. The only place I have found these is on a speciality energy conservation store on the web: www.NRGideas.com.