Lennox gas furnace maintenance
Of course you can do nothing but change the filters but that will affect the reliability and service life of the unit.
There is more to these things than just a filter.  A furnace service usually includes a cleaning of the blower motor, an inspection of the burner and housing for any cracks or leaks (a HUGE safety concern!), inspection of the ignition system, inspection of the thermostat, as well as some other stuff depending on the unit.
Yes, it costs money but so does replacing a furnace prematurely or having the heat go out at the worst possible time and having to pay overtime or holiday rates for an emergency service call.