Depending on what part of the country you live in, the price can fluctuate by a few thousand dollars. Other factors that need to be taken into consideration would be: Do you have natural gas, propane or electric? Natural gas and propane will be similar in price. If gas or propane, how efficient of a unit are you looking for? 80% or are you looking for high efficiency like 96% or 98%? With an 80% unit, for every dollar you spend on fuel to heat your home, 20% of your money goes directly out the chimney and that is if the system is properly maintained and cleaned. For a 96%, you only throwaway 4% and 98%, would be 2%.
Next if you want to install a gas unit NG or LP, do you have an existing chimney (not the one for your fireplace)? If not, you will need to have the proper vent piping installed if you are going with an 80% furnace. The 96% and 98% will need to be directly vented to the outdoors via 2 PVC pipes that can vary in size depending on how far they need to run. If you have electric then you will be in need of a heat pump. Heat pumps are a bit more costly and are rated in SEER ratings from 13 Seer up to 22 SEER (which is the highest I’ve seen). The higher the seer, the lower the cost of running the system. Once you get above 16 SEER, the prices really begin to climb. If you had an old 10 SEER unit and you replaced it with a 16 SEER unit, for every $100 it used to cost to run you old unit the new 16 SEER would cost you $50. That’s half the amount of money. A gas furnace could range anywhere from $2,500 up to $6,000 - it all has to do with your geographical area and the efficiency of the unit you choose. A heat pump would generally run you $2,000 - $4,000 more than a gas furnace.
Another thing that would need to be determined is how many units you might need. Depending on the size of your home you may need more than one unit.
Do you want air conditioning also? With a heat pump, you already get the AC automatically. With a gas furnace, you will need to add this separately and again the SEER ratings come into play. Adding AC could cost you anywhere from $4000 - $8000 depending on efficiency and your location in the country.
Duct work: if you used to have baseboard heating, then you don’t have duct work. This is another cost that you will need to consider. Depending on the square footage of your home, this could cost anywhere from $2,500 and up.
I hope this gives you somewhere to start!