I put one filter on each side of the blower. I would suggest doing the same with two furnace filters. I would actually put two furnace filters on each side. One with a courser mesh size as a prefilter and then a second one that is the highest grade you can find at a home center. By the way, getting a cake of dust on your prefilter actually makes the filter much more efficient at removing dust so as long as the blower has a good flow rate, don't clean the filter. The dust cake can raise filtration efficiency dramatically.
I run it anytime I'm in the shop. I use a Dylos 1100 Pro laser particle counter to measure dust concentrations and I find that just walking around in the shop will raise dust concentrations to unhealthy levels. With the scrubber running the levels stay well under healthy limits except for short periods after I run a tool that creates a lot of dust. I've been systematically making fixtures to catch most of the dust produced by most of my tools.
I mounted mine so the outlet is next to the ceiling and it doesn't create any direct air flow across any of my work spaces. Any breezes can make it feel 10 degrees colder in the winter. It will stir up some dust that has settled since it was on last but if you run it all the time you are in the shop you won't have nearly as much dust settling everywhere.
This is a dust collection thread so I think this topic fits well.