Turn on your HVAC system and return to areas where ducts can be accessed. Check the connections between each section of the duct, placing your hand on the metal. If you feel air against your hand, the connection is loose and there is an air leak. A common place for leaks are duct joints.
The air ducts in your home won't last forever. Many experts will tell you that some ducts need to be replaced every 15 years or so. This involves using a tool that releases smoke to find tears in the ducts. You can use an incense stick or a smoking pencil for this test.
Move the tool slowly throughout the duct network. When you see smoke moving or being expelled, there's likely to be a leak in that area. Mark these areas with a marker so that you can repair them later.