There are many different types home heating boilers - at a basic level they run on different fuel sources. This is probably the first decision you will need to make, so what is out there and what are the advantages of each?
A very popular choice around the world are gas home heating boilers. They have two big advantages - cleanliness and low maintenance. This is particularly true if you have a natural gas supply line coming into your home. In this case all you need to do is have the thing hooked up - no fuel deliveries.
Gas central heating boilers can also be powered by liquid propane, but this is less common and loses that key advantage of convenience.
A popular option, in particular for big applications like large homes, or even buildings with several families, are oil fired home boilers. Of course the fuel needs to be delivered, but if the tank is big this need not be often and it is fairly easy to plan ahead because you know how much oil remains. It can work out to be quite economical.
There are other home boilers on the market too. A traditional-feeling choice is home wood fired boilers, but since these do need a fair amount of wood to run, they are probably only a good choice for a few people.