Energy Star®

A Guide to Energy-Efficient Heating and Cooling
“Heating and cooling accounts for as much as half of a home's energy use. . .” (page 2)

Maintaining Your Equipment (page 6) – “Dirt and neglect are the #1 causes of heating and cooling system failure. One of the most important steps you can take to prevent future problems and unwanted costs is proper maintenance. Keep your heating and cooling systems at peak performance by 1, cleaning or replacing the air filters about once a month, . . .”

“. . . A dirty filter causes energy costs to be greater than they should be and can damage your equipment, leading to early failures.”
http://www.energystar.gov/ia/products/heat_cool/GUIDE_2COLOR.pdf

Heat & Cool Efficiently
"As much as half of the energy used in your home goes to heating and cooling. So making smart decisions about your home's heating, ventilating, and air conditioning (HVAC) system can have a big effect on your utility bills — and your comfort."

Change your air filters regularly
"Check your filter every month, especially during heavy use months (winter and summer). If the filter looks dirty after a month, change it. At a minimum, change the filter every 3 months. A dirty filter will slow down air flow and make the system work harder to keep you warm or cool – wasting energy. A clean filter will also prevent dust and dirt from building up in the system – leading to expensive and/or early system failure."
http://www.energystar.gov/index.cfm?c=heat_cool.pr_hvac