Even switching from an 80% efficient gas furnace to a 90+% efficient gas furnace can be expensive. I had to replace the furnace some years ago on a house I used to own. The furnace was about 35 years old.
I had asked about a 90+% efficient furnace but at least two HVAC guys told me that type of furnace burns too hot. With a metal flue and a wood frame, I’d have to replace the flue too.
So I stuck with the 80% efficient gas furnace.
We replaced the whole Hav/Vac unit as it quit working, and added a Big Tankless hot water hearer, all gas, but electric starters. So I can guess the cost. Had an old small regular hot water tank, staggering showers, and other things to have enough hot water.