As a general rule, you want the best filter you can buy that doesn’t create too much resistance. Your blower has to “overcome” a variety of resistances in your complete system. Those resistences include the ductwork, registers, the furnace itself, and the air conditioning coil (if you have A/C) among others.
But generally most blowers will overcome a good quality pleated filter. If the flat filter you were told about is the WalMart type fiberglass filter, I would say you got bad advice. (Unless your duct is undersized, or if your system already has high resistances making a pleated filter impractical)
All the posts in this thread (imo my professional opinion) are very practical. The 3M filter CtM cited is an excellent filter. In addition, this post , in this thread will give you the name of some other manufacturers of good quality filters. You won’t go wrong with any of them.
Please note that in addition to the quality of your filter, the frequency of filter changes will have a lot of impact on indoor air quality. Post 10 of that thread has some basic recommendations as to how often you should change your filter. (given some variables)
Depending on your budget and needs, there are other options available, like an electronic air filter, 4" pleated box filters, electrically “charged” filters, charcoal filters etc. They can be very expensive but perform very, very well.
But a middle of the road approach is a good pleated filter, changed regularly. (keep in mind, some customers change them too frequently and throw money away) Good maintenance will extend the life of your equipment, reduce repairs, reduce utility/energy costs, and provide better indoor quality.