When we bought our historic home (over 50 years old) we knew that there was a lot of dust in the heater vents.
We decided to have the vents cleaned out before we installed central air. Asthma Doc has always told us not to use a swamp cooler when you have asthma (it increases the humidity level in the home and often blows contaminants through the wet pads on the swamp coolers.) So the first thing we did when we bought the house was call the contractor for a central air unit.
However, we didn't want to install central air and blow 50 years worth of dust and gunk all over the house, so we had the had the vents cleaned out. I'm sure there were some things coming out while the previous owners were using the furnace, but we wanted a fresh start. (And the previous owners didn't have asthma or allergies!)
Most of the carpet cleaning companies offer vent cleaning now, just shop around a little. The company we used charged us per vent, so your cost will depend on the size of your house.
It seems to have made a difference, I don't have to dust that often. Asthma is really strange, it's the only disease I know of that is affected so much by the environment around us. So, anything I can do to make it a little safer for breathing-I'm all for it!