How do I maintain an 80% efficient natural gas furnace?
Yes, replacing the filter is basically the only maintenance that is necessary for natural gas and propane furnaces. You probably don't need to replace the filter more than once a season. There exists a "filter alarm whistle" that you can install. It whistles when your filter needs replacement. You should make sure that the filter is properly installed, so that air cannot bypass it.

Oil furnaces and boilers, however, do require regular maintenance. 

Optionally, you can have the blower and heat exchanger cleaned, but it won't make much difference in terms of performance. 

Despite the claims of duct cleaning companies, cleaning your ducts will not make much of a difference in terms of energy performance or indoor air quality (reference). However, if you have an air conditioner, cleaning the indoor evaporator coil can be a good idea.

With a forced-air system, the most important thing is to make sure the ducts are sealed and well insulated if they are located in an unconditioned attic, crawlspace, or basement.