I second the other comments about looking into an air source heat pump instead of installing a whole new gas fired heating system—there are lots of incentives out there; however, nobody has mentioned a gas conversion burner. It is the perfect solution since it seems you’re just looking to switch fuel types.

11 years ago, we converted our steam boilers to natural gas. I bought these Wayne conversion burners from Johnstone Supply on Niantic Ave. and paid a heating contractor to install it. We pulled permits and the all in cost was about $1000/boiler. WAY CHEAPER than complete replacement!