A few years back, I worked for a heating company that did furnace and duct cleaning and all HVAC stuff.

Furnace cleaning for sure - the people doing it should at least know how to check your furnace's heat exchanger, etc, and replace parts BEFORE your furnace craps out in the middle of a deep freeze at midnight! :-)

Change the filter FOR SURE! You can get so-called permanent filters that you just rinse out every so often, and they can be good. You generally get what you pay for. Make sure there is a warranty!

Ducts - Generally, a hose with compressed air is used at the top of the duct to blow dust an debris down to the furnace, where it lands in an area and can be all vacuumed up.

Registers - I have used a width of cheesecloth, and just used the weight of the register to hold it in place.

Read these two articles carefully - it will help you make a decision:

http://www.cmhc-schl.gc.ca/en/co/mah...gemare_011.cfm

http://www.cmhc-schl.gc.ca/en/co/mah...gemare_008.cfm