Gas furnaces come with a host of choices which can affect their price.
The first is heat output, measured in British Thermal Units (BTUs); an "average" home is well served by a 60,000 BTU furnace. Units with higher BTU rating aren't necessarily better for smaller homes, since they'll cost more and hit ideal temperatures too quickly, then shut off, resulting in an inconsistent comfort level.
Furnace efficiency is the next consideration. Older-model furnaces were often rated 80 percent efficient or less, which means 20 percent of the heat generated was lost to waste. Many new models are rated 90 percent or better, with some in the 94 to 95 percent range. This small jump in efficiency translates to a decrease in utility costs.
It's also important to determine how effectively a gas furnace can heat your home, in large part determined by its "staging." Older furnaces were one stage, meaning they always ran at full power. Many newer furnaces are two stage, capable of running at 65 percent when first starting up to conserve fuel, and then ramping up to 95 percent as needed. More expensive three stage models also exist, which can run anywhere from 33 to 90 percent power in 1 percent increments.