What I found over the years:
Get it up off the floor. This is the single biggest mistake.
That's where the dust endsup. Getting your pc even a few inches off the floor makes a world of difference. Wheels, cart, bricks, whatever, get it up from the dust bunnies. You run the system it blows dust, dust settled and again gets picked up and spread again. Get it away from the source of dust and it won;t spread it around.
Forget the filters.
Just use a case with a full mesh front with large, slow fans, or no fans in front at all (large rear only). It may sound wrong, but If you don't pull dust in, it can't be sprayed out. Slow moving air allows dust to settle rather than get ejected. Yes, you may get some dust buildup inside, but we can minimize the effects by getting the dust to settle in the front of the case instead of on your heatsinks and such. Filters sound great, but I'm too lazy to mess with them.
Exhaust
No bottom fans, no blowholes and don't put it backed up against a wall. The bottom picks up dust and the top and wall just send it flying into the air. Room fans have the same problems, the just keep recycling the dust. Got allergies and a room fan, turn the dang thing off!
Large heatsinks.
Larger surface means larger cooling surface and less airflow is needed across it to cool. Small coolers mean faster moving air, and noise. Years ago my systems had nothing less than 90mm fans, today, none are less than 120 (the gpu uses a 90 still).
Keep the system clean
This sounds counter to the filters, but if you are not catching the dust at the front, then it can settle elsewhere. if it settles on heatsinks, the system will begin to work harder, and that means fans running faster and moving more air and more dust. It becomes a vicious cycle.
If you do want filters
Pantyhose work, but you need a large area in order for it not to clog fast, and slower, larger fans also keep from not only clogging small areas. Preferably no fans at the filter, this gives you maximum coverage.
One thing guys that REALLY needs to be said though regarding this technique. It does work and works well, but go ask any woman about how delicate and easy they are to ruin, they are the bane of women everywhere. ANYTHING sharp will ruin them, women who wear them almost always have a spare pair close by (hence the the handy container) because they just never know how long they will last. They may seem cheap, but it will add up fast as you destroy them. I swear if you look at them funny they will tear and they rarely just get a small hole, it causes a run/tear that will run the whole length within seconds.