Reduce transmission: Insulate doors, floors & ceiling.
Stop Infiltration: Weather-strip Doors / Caulk Windows & doors, Seal electrical outlets and other air leaks.
Control sunlight: window treatments, block sun in the summer and allow sun in the winter.
Heat pumps; to gain efficiency in heating and cooling.
A dirty filter will restrict air and cause your system to run longer, using more energy and costing you money.