Keeping your furnace (gas or electric) tuned up has two big benefits: It makes the furnace run efficiently and it prolongs the furnaces life span. And you can perform the annual tune up yourself in about three hours. Change the filter every month of the heating season (or year round if the filter is also used for A/C). Be sure you insert the new one so it faces the right way. The filter protects the blower and its motor; a clogged filter makes the motor work harder and use more power.