It's a lot easier and more efficient to pull air than it is to push it. Pulling the air from the colder parts of the house to the warmer parts is usually going to work better than trying to push the hot air. But you'll need a way for the warmer air to be pulled into the colder spaces.
Yeah, that's true... but it isn't really the "pushing" or "pulling" that makes a forced air system work efficiently. It has more to do with pressure zones... the blower in a forced air system isn't used so much to "push" the warm air from the furnace to the living area, or "pull" the cold air from the living area to the furnace as it is used to create high and low pressure areas. In the natural world air in a high pressure zone will flow to a low pressure zone... sometimes a a very high rate of speed.
The blower in a forced air system creates a low pressure zone on the cold air side and high pressure zone in the plenum above the furnace (the heating of the air also increases pressure). Because the heat ducts and cold air return ducts are normally in a different room, or even a different floor from the furnace... it acts something like a closed loop circuit (the heated room, or rooms, are just part of the closed loop), where the air in the high pressure zone on one side of the blower naturally flows to the low pressure zone on the other side. While a blower with a higher CFM rating will move more air if it's just used as a fan where there ain't pressure resistance, in a closed loop higher horsepower is more important because it will overcome more backpressure and create a greater pressure differential.
A free standing fan cannot do what a closed loop circuit-like forced air system will do... it is comparatively horribly inefficient, relying near solely on horsepower without any help from natural forces.