The OEM filter (model 401) for the AprilAire 2400 is a MERV 8 (via since it mentions “70% of 3 micron particles”)
You can get filters that catch smaller sizes but they get expensive. For example, the best, a MERV 16 filter costs about $120 instead of the regular $25. Also, I think higher MERV ratings require a more powerful blower (see the image and mention of “Final pressure”) and/or it will wear out your existing blower faster.
Everyone (except Julia) smokes in my parents’ house. They use standard filters and I’ve noticed that all my clothes smell of smoke after I’ve been there for a couple days. I’ll try getting a MERV 11 filter for a while and we’ll see how it goes.