What type of heat? Hot Air? Water? Steam?
I just installed a new boiler myself this year, replacing the original boiler (90+ year old) which was of unknown efficiency. I elected to steam with steam, as the cost to repipe would have been way to high, even though I do the work myself.
I ended up installing a Weil-Mclain SGO-4 with Beckett flame retention burner.This is an 85% efficient steam boiler.
If you have hydronic hot water you can get furnaces that are almost 100% efficient. The new units are tiny!!
I found a good heating help web site.
http://www.heatinghelp.com Its a mix of pros and DIY people like me. The guys there were very helpful.