The best choice is to choose a furnace with an AFUE rating of over 90 percent. These “condensing furnaces” recover extra heat by extracting water from the combustion gases within a special corrosion-resistant heat exchanger.
The Energy star site has information on more efficient gas and oil furnaces.
Here is a pdf list of efficient gas furnaces. Many are in the 95-96.7% efficiency range.
The first step is a home energy audit.
An assessment of home energy efficiency should be performed.

Brian Wang is a Futurist Thought Leader and a popular Science blogger with 1 million readers per month. His blog Nextbigfuture.com is ranked #1 Science News Blog. It covers many disruptive technology and trends including Space, Robotics, Artificial Intelligence, Medicine, Anti-aging Biotechnology, and Nanotechnology.
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