If you already know that you have an inefficient system and are ready to look into a replacement, you might visit this website which has a primer on home heating systems.
But if you feel you will be needing some expert guidance, check out the NJ Clean Energy “Home Performance With Energy Star” page: https://njcleanenergy.com/hp
From this page you can find a reliable contractor who can help you identify all of the energy improvement opportunities in your house and guide you through a decision about your heating system.
On this page you will also find information about rebate programs that can save you as much as $4000!!