At my house, the 1980s HVAC died a year ago (the AC blew out and the humidifier was already broken and the heater was on its last legs), so I cracked open my wallet and got a new system that doesn't use a chimney. It goes out the side of the house.
Oh my, it made a HUGE difference. Before the house temperature was a wobbly yo-yo. Consequently, we had the heat higher. And you could see tons of heat blow out the chimney. Also our gas bill was many times higher than my neighbors. (The gas company said so on our bill. They were astonished!) Now with the new system, our temp setting is much lower and gas bill is much better and the house has even constant heat. But alas, it's expensive to replace.