Filters reduce energy by protecting your equipment and systems. Filters also clean the air that you eventually breathe. Proper filter selection can optimize its function.
This is primarily written for filters used in furnace applications but the general idea applies to air cleaners and similar air handling devices. Filters installed at return air grills are fine as they protect the return air duct from dirt. However, the common place for the filter is either in the return duct at the furnace or in a filter rack integral to the furnace. I have run across a few system installations where the installer 'forgot' to install any provision for mounting a filter. Maybe he thought that he was trying to save energy, installation cost or didn't understand the vital importance of the filter. Taking the filter out will reduce fan energy; for a short while. However, within a few hours of operation, the entire system will be wasting energy. If you don't have an air filter somewhere in the return air path, you desperately need one.
An air filter consumes a small amount of fan energy but this is energy well spent. If a filter is absent that is very bad. An absent filter means a dirty fan, a dirty heat exchanger, a dirty cooling coil and dirty supply ducting. This is just about as energy wrong as it can get. From an energy standpoint, dirt and dust become insulators to heat transfer creating energy fouling. As fouling grows large, the performance of the heat exchangers is diminished substantially. Energy does not move properly. Where does that energy go that didn't transfer to the air-stream? In heating mode, it went up the chimney or flue. In cooling mode, it causes short cycling of the compressor, numerous compressor runs and reduced dehumidification. This situation calls for professional servicing and cleaning of the heating heat exchanger, the cooling coil and the supply duct. A huge expense easily avoided with a simple filter to insure proper heating or cooling energy transfer.