My small contribution to the site , after driving Neal crazy with questions.
Every unit is sized by btus per hr , which is factored by the size of your house and insulation. For easy numbers lets say your bringing in 100,000 btus of natural gas. An 80% efficient furnace will only supply you with 80,000 btus as usable heat. The rest is out the chimney. A 95% efficient will supply 95,000 btu of heat.
I personally don't see many condensing high efficiency boilers going in around here. Boilers are much more expensive than forced air furnaces. What the price differance is between efficiency models I'm not sure , but I'd guess its sufficient. If your installer is afraid of them its probabaly because he didn't know much about them , and at that point I wouldn't want him to put it in . In my area , although plumbing outfits do install heating equipment , typically you want a heating contractor.
I'm in the same boat right now. I have an oil boiler and poor insulation. I believe oil is approximately 4x the cost of natural gas. It's a big reason why truck fleets who drive locally are converting their trucks to run on natural gas right now. Heating oil is basically diesel fuel. The conversions are big money , but thier paid off in a matters of years.
Back on subject , I have installed on demand boiler/domestic water units . I put one in my old house and my bill was cut in half. The boiler I replaced was pretty ruff. I will have natural gas tapped by next heating season. My plan is a forced air furnace but that would be expensive for someone hiring that out.
Before you decide look into rebates from the utility , and write offs from the government for installing high efficiency units.