We seem to have a similar problem as Beth of Dec. 7/02. We have a 12 year old Carrier and over the years have noticed a build up of black soot/dust along certain areas of the baseboards, both on first and second floor, and also around hot air registers. This seems to have gotten much worse in the past 6 weeks. In some places where there are cracks in the sub-floor, this stuff is also collecting. I think it may be where the floor joists are being used for cold air returns. I also pulled my filter which was good a month ago, and it was covered with this black stuff. I have had a gas furnace 'guy' in, and showed him the problem. He searched extensively for cracks in the heat exchanger, but could find nothing. He said he was somewhat surprised that there was no evidence of the black residue inside the furnace.
We have a auto thermostat. We keep it at 14C(58F) when we are at work and 20C(68F) when at home. We have not been bothered with any health problems -- yet. Anxious for some input.