Air Filters...are they worth it?

I live in an apartment and every month i get a new filter , which it get thick of all kind of dust and fiber from the carpet . I keep my a/c and fan on all the time 24/7 days . Same goes with the winter time heat and fan on . My power bills run 70 -80 dollars a month all years ! I don,t pay for the filters cause it included with the rent payment ? I believe it cost a few dollars per filter ?