Most efficient direct vent space heaters?

I am reading about "direct vent" natural gas heaters which use a hole through the wall for intake air and exhaust. And some seem to be "staged" in that they will have a lower burner/fan amount for say warmer days, yet have the burner on full blast and fan on full blast when needed for very cold days.
And these seem to be *very* efficient, energy saving, etc.
I am looking at a "7 stage" Rinnai RHFE 1004FA 38,400 BTU Model...$1449.95
Is this the most energy efficient heater of this type?
Can this be installed under a window?
If buying on the internet, do I need a "U.S." model?
Also my electricity goes out briefly about once every two weeks (live in rural area). Will this unit work by keep its settings after a power outage?
Best price for U.S. model on internet?
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Are you heating a house or your shop? In a warehouse I would use Co-Ray-Vac or Space Ray. Rinnai is supposed to be good stuff but is high tech. Many contractors who put it in can't fix it. Kind of expensive too. Defininately NOT DIY job! Worked on a Rinnai in a commercial laundry, had to be reset after a power failure, for the model they had.
Stretch
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For my house.
I plan to have pro install it. Don't mind high tech as I am an electronics technician type.
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