Modern home heating systems of all types have improved in design, efficiency and controls. Although not all new heating systems have an AFUE rating high enough to win an Energy Star, they're more efficient than now than they were even ten years ago. Again, the higher the AFUE, the more energy you'll save in the long run.
If you've decided to buy a new heating system and have done your homework as to what might work best for you, the next task becomes sizing the system properly for your home. Some gas and electric utility companies offer this sizing service at little or no cost.
What does size depend on? The Air Conditioning Contractors of America have published Manual J, the essential guide to heating unit sizing, and Manual D, the essential guide to duct design. There are computer programs and worksheets based on those guides that aid in calculations. Be sure your contractor has based his bid on those guides, and ask for a copy of those calculations.
Actually, that step may also help you choose the right contractor for your project.