We just replaced our 30+ year with a high efficiency 95% or better boiler.  We used the HEAT Loan program through MassSave so we financed the project (minus the National Grid rebate of $1,000) at 0% for 7 years.  The system is physically smaller and should save us a bunch this year in addition to the turning of the thermostat down (programmed lower temps at night and during the day while we are out of the house).