There are several benefits to replacing your furnace. For starters if your furnace is 20+ years old it may be time. A new furnace by be more efficient and save money on your fuel costs... There is a Federal Tax credit 30% of cost up to $1,500 tax credit available.
Also don't forget to contact your insurance company, there are discounts for replacing your main furnace/boiler with most companies. Also ask about other renovations, to see if there are savings for them as well.