The contractors who refurbished our house put the wrong size filter in the furnace, and didn't even attempt to seal the gaps around the filter with duct tape. During a gut remodel, a lot of dust and debris ends up in the basement, and when the furnace was fired up without the appropriate filter in place, a good portion of that dust and debris ended up in the duct system. The entire house was consequently coated with a thin layer of grit, and more grit was drifting down each time the HVAC kicked on. Try settling into a new place and keeping it clean under those conditions. I used to do drywall work and each morning in the new place I'd awake with that long-forgotten gritty taste in my throat.
No more. I hired some guy with a big blue sucking machine to suck all the stuff out of our ducts yesterday. Said duct sucking was quite satisfying, and if you have ducts you ought to get them sucked. It is expensive, but worth it.