if you are anywhere north of cincy, a heat pump will need some backup heat source. some sort of gas fuel is usually best. heat pumps are only slightly more expensive that straight air conditioning units.
modern gas furnaces burn nat gas or propane with only a burner jet change. the best are 95% efficient. modern heat pumps are effective to about 20 deg F, and can still extract some energy from the outdoors to about 15 deg.
my system, bought spring of '10, is a bryant HP 2.5 tons, with a Bryant 95% efficient furnace 55,000 BTUH, and a Bryant Evolution control. i have it set to hybrid heat down to 20 deg(HP with furnace for defrost). under 20 deg it is furnace only. i can set the fan speed to either "comfort" or "efficiency". register drafts are warm on the comfort setting, but the operating cost is somewhat higher.
price was $8000 before rebates and tax credit. no ductwork beyond what was needed to make the new furnace fit. utility rebate of $600. Bryant rebate of $550. fed tax credit of $1500. my house is about the same size. 2 levels with half the bottom level a garage. north of dayton oh.
saving vast amounts of dollars compared to '70s tech.