Trying to get better cleaning efficiency with frequent changes works contrary to the desired results, and just increases your operating cost. Air filters should be changed according to the manufacturer's recommended maximum resistance to air flow, which can easily be determined from an inexpensive filter gauge.
Some air filters do last longer than others because of their ability to hold more dust.
This is due to the type of filtering material, effective media area, quality of construction, etc. Cost will be an increasing factor with efficiency. Many times your efficiency choices are limited because of mechanical equipment design or industry regulations. Always try to get the most efficiency for your dollars. Your Air Filtration Choice Dirt build up within HVAC equipment reduces the system's heating or cooling capacity and adversely affects the units ability to produce the correct air volumes required for the building.