Perry's correct that heat-pumps aren't the way to go on 'cold' climates, and Trane is the top of the line....eveything else falls somewhere below (IMO), but you'll pay for Trane's quality.
The type of house you have (ranch on a slab, ranch w/crawlspace, ranch w/basement, split-level, two-story, etc...) will dictate what type of forced-air furnace you can install, and the difficultly of the ductwork installation (labor costs). If your design requires the use of a horizontal furnace, 80+ is the highest effeciency for the installation, up/down flows go up to 96+ efficiency.
Fuel Oil (popular here): Very warm heat, and fairly efficient, but
require yearly maintenance (filter, nozzle, etc..) or you'll have a problems, usually on the coldest day of the year it seems
. Plus if the temps dip too low, and the tank is located outside, the fuel can gel unless you're running a #1/#2 mixture (mo' money). They require special tools to work on, and are super sensitive fuel pressure, air mixture, and electrode adjustment......In other words, you don't want one.
LPG isn't a much of a bargain as it used to be, but you can get high-efficiency (96+) models depending on your configuration (upflow/downflow). As I said before, horiz. only come in 80+.
As for the SEER (Seasonal Energy Efficiency Rating) of A/C's, it's debatable as to whether the extra cost of the higher SEER A/C units are worth it (years to payback). They certainly not more dependable, and some have computer controlled condensor fan motors, which means "bend over" if something goes wrong with it. (I prefer K.I.S.S. when it comes to A/C units....or anything for that matter, maybe why I like 914s).
If you do go with a 96+ furnace, make sure it is a "sealed combustion" unit, meaning that it draws its combustion-air from outside, not the already heated air from your house.
Hope this helps!
-Kevin