eventually you could plug the fins of your ac heat exchanger with dirt.not a good idea.

The dust will also collect on the blower motor and act as an insulation which will cause a premature death to the motor because the housing cannot give up its heat and the vent holes will be blocked. It can also collect in the curved vanes of the blower wheel and build up to a point where you may notice a considerable loss of air flow. This also makes the furnace run hotter which is not a good thing for the heat exchanger. The dust burning off on the heat exchanger may also cause an unpleasant odor in the space. If you have only one or two returns you might try talking to an A/C contractor about installing some return air filter grills. Then you can change your filters from upstairs.

Are you changing the filter every month because that is what you were told to do or are you changing the filter because it is dirty? Hold a new filter up to the light and then a dirty filter and you can see the difference.
What type/quality of filter are you using? You may get by with a cheaper fiberglass type and go 2 or 3 months between changes or you might check with a contractor about changing to a 4" filter that may only need changing once or twice a year.

If your condition is so poor to the point where negotiating stairs for a simple filter change becomes a major problem you should really consider some serious lifestyle changes.

mr.havac, I only have one return. That sounds like a good idea to have a return air filter grill installed upstairs.

Since I have never heard of that before, maybe you could explain a little more about how they are made and if they will look okay upstairs?

catfishsam, the filter grill takes the place of the return air grill that is in there now. It is hinged on one side and the opposite side has clasps to keep it closed. You just open the grill part and place a filter behind the grill section. The frame that the grill section is attached to is made in such a way that the filter stays in place when the grill is closed. They are made up in most of the common dimensions of standard return grills so a replacement is usually pretty easy.
And don't listen to that trash about a lifestyle change just because certain tasks become a little more difficult as time goes on. It's an easy thing to say when someone is young and healthy. I'd like to make a counter comment here on your behalf but I think it best if I hold off.

Fairyprincess, I checked it and my return is a large sealed pipe so I am okay there. Thanks for the information though since I wouldn't have thought to check it.

mr.havac, thanks for that information. I think that is what I will do. It will be much easier to change those filters that way.

Our Life style does change as we get older, but hopefully not any more than necessary.

Like the old saying catfishsam, "If I knew that I was gonna live this long I would have taken better care of myself when I was younger" LOL

mr.havac, that is so true. LOL