In this video https://www.youtube.com/watch?v=RkjRKIRva58 a guy analyzed the filtering capacity and airflow of a bunch of furnace filters. You might want to give it a watch.

If you want to get the dog hair, just use the cheapest fiberglass filters you can find.

What do you mean, "they don't seem to filter"?

After a month, the fitter is almost pure white.

You should use filters that are appropriate for your equipment. Check your manual or find it on line. It should state the proper filter. Your HVAC servicer may be able to tell you. I contacted the manufacturer of our equipment, as I wanted to use a high MERV rated filter but was told that our furnace was designed for the flat fiberglass type and a thick pleated filter would reduce the air flow, potentially damaging the equipment.

The video cited by wdccruise is very helpful and will illustrate filters that work well yet have good air flow. I subscribe to that Project Farm guy - he's terrific.

Sadly, filters aren't a substitute for air cleaners or vacuuming pet hair and dusting, they're there to protect the furnace. Keep brushing the dog and run the vac a bit more often!