Your system should have "output" ductwork as well as "input" or "return" air system.
The return system will have a replaceable filter so that air coming back into the furnace (and ac) ducting will have some of the dust and trash removed.
Basically, in a small bedroom for example, there should be TWO vents. One blows out when the heater fan is on and the other allows the furnace fan to suck air back through the ducting and through the filter to be reused/recycled by the furnance and sent back out to the bedroom.
To get proper circulation and heating/cooling you have to balance these vents throughout the house. Hot air tends to rise, as you know, so generally the downstairs output vents are opened a bit more than the upstairs vents. The "blowing power" of the furnace pretty much equals the "sucking power" of the furnace but you have unequal length ducting between the heater and each room. Your trick is to get it blowing and sucking equally in each room. It's all just trial and error and fiddling with vents.
I see that we have professional HVAC guys advising you in this thread, so I'll just back out with my crude "homeowners knowledge". I'm sure they know more and can suggest more techniques than I.
But starting out with trash free ducting is a good first step.
