In some places natural gas is half the cost of heating oil. This is the way it is if your living in Saskatchewan,Canada. Tabby, you will have to find out the cost of heating oil (per gallon) and the cost of natural gas (per therm or per 1000 cubic feet) in your neck of the world.
What efficiency is your new furnace or boiler going to have? Mid-efficient (80%) or High-efficient (90-96%) You would have to know this also to make a true cost comparision. You could phone your local gas company they might have the fiquires. You will have to do some local research.
The installation time for a new furnace, gas line,
new B-Vent chimney,(or plastic pipe for high-efficient model) ductwork alteration, removal of old equipment and coffee breaks etc, I would say two days. A guy and his van.