I am assuming you are asking about regular 1" type. As compared to regular spun fiberglass type the simple answer is yes...but up to a point. I would say only use the "Good" or "Better" rated type.
At some point unless you change the "Best" ones like every month or so (depending on your homes conditions ie pets etc) they can actually load up so fast they cause too much pressure drop and become harmfull to blower motors and gas furnace heat exchangers.
If you have severe allergies etc and want the better filtration type then you should step up and have an HVAC company install a real 4" type in a media cabinet into your ductwork.
I saw a show on TV recently and they did a piece on this subject.
It seems the pleated filters are 10x better than the 99 cent blue ones. Pleated air filters are rated for particulate trapping capability and it seems the pleated are by far the best. Pleated are also recommended for health reasons.
I found some pleated filters at Home Depot (3 pack for around $10-$15) The name is Flanders. Great price, great filter. We only change ours twice a year. Fall and spring.
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