There has been a lot of requests of information about upgrades to the heating system to save fuel. If this is not an emergency replacement you should first consider upgrades to the home first. Upgrade doors, windows, insulation values etc.
This will reduce the heat loss and allow you to put in smaller unit to start with, and then use less fuel.
The second step is to have a heat loss done. Most units installed today are oversized which does not save as much fuel. In fact the AFUE efficiency will be reduced and the maintenance will cost more. Short cycling of the equipment will wear the parts out quicker. Most parts are now solid state and do not like the inrush power everytime the unit calls.
Last but not least install the product correctly. Make sure the duct work is properly sized, sealed and insulated or pipe properly if a boiler.
First, seal, insulate and replace anything needed to improve the thermal envelope of your house. Once you think you've taken this as far as it can go then consider the cost-benefit of heating system remediation.