Here's an except from a website that suggests doing what we do:
Keep the furnace fan running!
Most modern homes have thermostats equipped with two settings for the furnace fan: Auto and On. Set yours to the On position and leave it there. Thats good advice for any house, any time, any where. The furnace fan burns very little electricity, but it keeps the air moving continually throughout the house.
If you have a multi-speed fan, set it at one of the slower speeds. If the fans too noisy, have the fans motor pulley replaced; that will slow it. A slow fan running all the time is much better than many fans running some of the time.
Regardless of the structure dome or traditional, home or office a continually running fan continually cleans the inside air. The fan moves more air through the filters. Obviously, you then might have to change the filters more often, but you will have a cleaner, healthier, less costly environment.
During hot weather, most air conditioners do not turn on as often with a furnace fan running. Then too, the furnace fan supplementing the air conditioning lessens the chance of mold and mildew.
Keeping the furnace fan running is another one of those lessons I learned during my Idaho, home-building days. A local Lennox Furnace dealer taught me that. But just the other day, one of my assistants told me that the Owners Manual that came with her recently purchased Carrier Furnace also suggests setting the furnace fan to run continually.