There are a few tips that you should know when you head out to buy a furnace:
Only go to dealers and stores that you trust, and go to a few to compare prices and warranties. They will normally come to your house to help you choose the proper type and size of unit you will need.
Look at and compare efficiency ratings as well. The number will be a AFUE and it will be equal to percentage of fuel that will be used to actually heat your house. A mid-range number would be 75-82, but “high efficiency units will be above 89.