This Furnace Inspection video comes from Buildipedia. They do a relatively good job for Do-it-yourselfers. A certified HVAC technician will perform a few more steps than is described here but the foundation here is good. A qualified HVAC technician will have some more sophisticated tools and experience to ensure your system is safe and running well.
* when changing filters – this video is not necessarily where your filter is. Often in Houston the temporary filters are close to the return air(where the air goes into your HVAC system)
There are also longer term media and hepa filters out there that are more thorough removers of debris. Typically you will find them in their own ‘cabinet’ connected to your furnace.