My HVAC air filters are of an odd size, hard to find and very expensive. Can I stop using them altogether and substitute an adequate standard size filter on the return? Sorry, I wasn't clear enough. My HVAC is in the garage and has an air filter located at its base, just before the fan. Can I remove said filter, stop using it altogether, and replace it with a larger, better filter at the 20" x 30" return grille located inside the house?
The air filter must be on the return side. Aside from providing you with cleaner air, it also reduces dust buildup in the heat exchanger, evaporator, and whatever other air treatment gubbins you have.
Sometimes it is installed in the air handler cabinet just before or just inside the entry point, or just outside the blower housing. That's a convenient place to put it but it's even better to put it in the frame of the return air grille. Then it also keeps your return air ducts cleaner, and depending on the location it may be even more convenient for you to change the filters, and this can result in your doing that more faithfully, which will improve your air quality and the life of your system.
The only caveat is that if you have more than one return air grille, you must install filters on all of them, and you may need to replace the grille housings or improvise something to do that. If you have more than 2 or 3 (eg in every bedroom) that isn't practical. You will then not change the filters more faithfully, and when you do it will be expensive.
The point of the air filter is to protect the air handler. It's not to increase air quality, that's just a side effect. The way an air conditioner works (at least in the context of removing an air filter) is that it pushes/pulls air through narrow channels of metal fins. If dust is allowed to pass through, they become clogged and the AC will become ineffective.
To be clear, the narrow channels I'm referring to are on the air handler's coils which look like this:
The air has to go through those fins which can very easily accumulate dust. Keeping dust off of this is the reason you need an air filter on the intake side.