The dust isn't coming (wasn't coming) from your air ducts. The most common source of dust in the home is carpeting and human skin fragments. Dust does not gather in your ducts and get blown around. Use a quality PLEATED air filter in your furnace/AC. Don't use the cheap fiberglass ones, get a pleated filter. And stay far away from any electro-static air filter. They are pure junk. First they hold their charg for only a very short time. Second, they create quite a restriction on the flow through your system, decreasing the efficiency and life of your heating/AC unit. These are the type of filters that you hear Paul Harvey talking about all the time.
Now electronic air filters are another story. An electronic air filter can remove quite a bit of dust from your home. These are fairly large units that have their own power supply. The cost is at least several hundred to $1000 dollars. I've never priced them, but I know they are very expensive.