The attached video is from a home inspection I did recently in an older home where it was obvious that the home owner did a good job of maintaining their heating system.
There's not a furnace out there that can, or will continue to operate efficiently without periodic maintenance. It's important to keep your home's heating system clean, lubricated, and properly adjusted. Replacing the filter regularly will extended life of your heating system and will help the furnace to heat efficiently. In addition, you will save energy and expense.
Ideally, your furnace should be inspected and serviced by a professional heating contractor on a yearly basis. It's best to have the system checked before each heating season begins. Your local Rochester, and Southeastern MN utility and heating companies offer maintenance service at a reasonable price. If you do your own maintenance, you should have your heating system checked by a professional every three to five years.