Are you talking about forced-air electric? Because in other situations it may be easier/less expensive to look for another house :) Anyway, it would be really difficult to put a price tag on a job like this without knowing details. For example, how will the gas be delivered? Natural gas or propane? Who will own the tank if it's hauled in? Is a pipe delivery feasible?
As far as the furnace itself, you're probably looking at a 60K BTU furnace (definitely check with a local vendor tho - PA is a large state and NW is much different from SE) . I would guestimate that if you are just replacing the electric air handler for a gas furnace, you're probably looking at a $3000 job (plus any piping work that needs to get done). But, as these projects tend to go, your contractors would probably reason with you (and they may have a point) that it's a great opportunity to install a heat pump and ACs are more efficient these days etc., etc. So, it may turn into a $8,000 - 10,000 job although some of the high-efficiency new equipment may be eligible for a tax credit.
In any event, make sure to collect two or three estimates from licensed and certified local contractors. Having comparable quotations will make the cost picture much more clear.