with a new gas furnace of around 93% on up venting of exhaust is done with plastic pipe ( these are all forced exhaust units), which can be run vertical up the flue without removing liner just needs to be capped top and bottom around plastic pipe. Not a difficult deal. or piped out a side wall. Specs are available for horizontal runs pipe sizes for the length of run. Gone are the days of $5 k or more for a gas appliance flue system . I do not know where the current oil burners are at as I have not looked at them. OIl and NG are some what regulated price wise where as LP is not as witnessed a couple winters back when LP prices went through the roof. Some of that was gouging of course. I also do not know how much CNG is being applied to the heating fuel market, The infrastructure for CNG is lacking as opposed to LP.
You can get a lot more energy per gallon of liquid propane at 120 psi than you can for a gallon of CNG at 3000 psi. I don't expect to ever see CNG home heating taking off.