If a mechanical furnace filter (flat or pleated panel) doesn't satisfy your air cleaning needs, you may want to look to electronic or gas-phase methods. They can work a lot better in some situations and deal with filtering issues the other types can't, though there are some downfalls.
Electronic air cleaners
Also referred to as electrostatic precipitators, electronic air cleaners employ an electrical field to trap particles. Static charges are given to particles, which are then drawn to a panel filter or metal plate like a magnet. Unlike most furnace filters, which can be inserted into existing spaces to do their job, electronic air filters must be added to a system by a technician. They can be very efficient when all the parts are clean, but performance falters when particles build up. Versions that use media filters to catch particles negate the need for frequent cleaning of plates. Efficiency can range from 95 to 99 percent and costs are very high, around $500 to $700 initially. Like mechanical filters, the furnace fan must be on for electronic air cleaners to function at a high level.
Ozone alert: Electronic air cleaners can create indoor ozone. Although ozone is a good thing in the atmosphere, it's a toxic gas at our level. Regular cleaning and inspection may keep ozone production low, but systems have been found in some tests to create ozone regardless of maintenance.
These can trap Volatile Organic Compounds such as formaldehyde and other chemicals, off-gassed from manufactured products in your home. They also eradicate odor, unlike other furnace filter types, but are one of the costliest of the bunch and aren't effective at removing particles.
Gas-phase filters work in two ways:
The efficiency of a gas-phase furnace filter decreases as more pollutants are captured, so frequent maintenance is required. There have been concerns expressed that overloaded fibers may re-emit pollutants in some cases. The cost differences between materials can be significant.