Do you US citizens get any of our European options there?
- 105% effictive hot water furnaces, with low-water-capacity radiators and CO2 regulated air-intake? (Hot air systems are so 80-ties and bad for the air-quality)
- compact warmth/electricity furnaces, that generate both heat and electricity
- 85% effective warmth conversion units between the intake of fresh air and exhaust of waste air
If I see a scheme of a "furnace" in google image search, it feels that you can save more than 50% on your gas bill in the US with simple measures.
Also have a look at things like Kingspan Cooltherm insulation. It has an incredible RC of 4 combined with 2,5 inch thickness.