There are some really good options when it comes to your new central gas heating system. The essence of a such a system is a single boiler unit that pushes out the heat all over the house.
An old fashioned version of this central heating is those home steam heating systems, though these are now considered pretty old fashioned. But the boiler is central, and this is where the first set of options arises.
Most gas home heating boilers will run from natural gas or from propane. Most people will chose natural gas if that is an option - it is much simpler to have the supply piped rather than have to store it. It is also currently better value to go with natural gas than LPG.
Gas home heating boilers are now very efficient, and this is the next choice. It tends to cost more up front to buy a ultra-efficient unit, but this is well worth considering.
You can improve heating efficiency with a central system in several ways. Of course insulating your house as well as you can is the best thing to start with.
Another smart thing to think about is installing an advanced controls to turn your central heating into one of those multizone hydronic heating systems. These allow you to set the appropriate temperature for each room. You save energy by not heating rooms that you are not in. When you are making your decisions you should not lose sight of energy efficiency.