Dunno about relative prices in your area, but IMHO prime contenders
would be condensing gas and ground-loop heat-pump. (Oil gets pretty
demanding about regular service or makes a real mess, and max eff is
significantly lower than max for gas.) I'll wager that your gas unit is
at or below 60% eff on seasonal basis, mostly because of huge full-time
opening to draft-hood, so you can guess what 92% would do for you.
Regardless, you first want to find the installer you trust most to
steer you straight and do a good job.
And ... you might be amazed how much you'd save, with increased
comfort, by first finding and eliminating losses. Stuff like sealing
leaks, clock t-stat, vent damper, etc., etc.
Ng may be artificialy high, but we are not increasing production to keep
up with demand from n.i.m.b.y . groups opposing new drilling. Importing
LNG is now considered an investment companies are will to pay to
develop. The trend is up, maybe more than oil, but both are not going
down long term.