I have never lived anywhere with biolers nor the extreme need for heating. In Southern California, I have only seen forced air heating with natural gas as the source of the heat.

I would question though that if you are looking for efficiency improvements if there are other options than a standard boiler setup. Force Air may be cost prohibitive due to duct work, air returns and such but if you have HVAC, then it can share the same ducts. Another option would be a heat pump with "geothermal" based heat exchange. Or if possible infloor radiant heat.

Just seems to be more to the overall equation than just where the power is generated and what type of boiler to purchase, at least on the efficiency front.

My first choice will always be to use solar as much as possible. If where you are doesn't have much solar in winter, you may try collecting summer heat and pumping it underground. I don't think many solar outfits are doing it yet (The first one I have seen is in Canada)but you might ask. Also ask if they can combine it with ground source heat pumps (which are very efficient even without adding solar heat)
Even bare pool collectors might work.
You might even benefit in summer by taking the heat off the roof.

Large scale energy creation and distribution is increadibly wasteful of energy and pollution creating regardless of how you generate it. Electric lines have all kinds of resistance wastage in the form of heat. Electric lines may consume as much of 40% of the actual power delivered.

To say nothing of the fact that as you consume more electricity, more electricity has to be generated by burning coal, oil, or natural gas at other plants. Extra hydro or wind power can always be sent down the line or stored by pump storage until needed, but if you consume the extra electric now, the difference has to be made up by dirter (and more costly to run) power plants.

Look at adding to the natural gas boiler as many renewable and efficency choices as possible. Add more insultation to your house -- in the attic is an easy one. Look towards solar water heaters, planting trees around your house, building a burm around your house, etc.

Also consider wood if your in a rural area and can "grow" part of your energy source. While wood can produce a lot of particulate and other toxins, along with a substanial amount of global warming gases per heating unit (about 20x more carbon dioxide then natural gas when burned in a home woodstove), if your harvesting wood locally, it comes from a renewable source that will be a net carbon dioxide sink.

At my house we burn wood + an older dirty oil burner. By burning just a single cord of wood per year in our woodstove in the living room, we cut our oil consumption by about 40%. This cord of wood is produced by a healty and mature acre of forested land, from dead and down wood (not cutting down live trees). This forest consumes far more carbon dioxide in a year then we release by burning the dead and down branches/trees.

The answer is...  get a heat pump system that works from ground heat.  This is the best available system now.  The heat tubing installed in the ground can be used later on for a heat envelope system.

Heat envelope systems that use 55 degree ground heat directly to render furnaces and boilers and even heat pumps completely obsolete are still in development.

Wait a few years for a heat envelope system if you can.  It will retrofit onto the outside of your home. Install a solar domestic water heating system to reduce energy bills with renewable energy.

It is unecessarily pesimistic to assume that wind will not replace coal.

For thermodynamic reasons, it is always easier to convert fuel (be it coal, solar or anything else) into heat than electricity.  This means that for a given BTU of raw energy, you will recover more useful BTUS of heat than of electricity.  Ergo, a decision to go with an electric heater is tantamount to a decision to use more upstream fuel.  (If you're not thermodynamically minded, you can think of this by analogy to a dairy.  Electricity is the "cream" and heat is "skim milk".  The low-grade value of the fuel can be recovered as heat/skim milk, and the high-grade value of the fuel can be recovered as electricity/cream, and then diluted into skim milk - but in terms of resource efficiency, you're much better served to recover as much of that whole milk as possible.  Centrally-generated electricity throws away all the heat (skim milk).  So buying electricity to make heat is like running a dairy to make cream, throwing away the skim and then diluting that cream down to skim milk for your breakfast cereal.

While it may make economic sense in a few regions of the country (e.g., if you're in a spot where your electric price is set by really cheap coal but gas is expensive), it is always going to be a bad idea from an environmental perspective.  It is also eventually going to be a bad idea from an economic perspective - lots of New England homes were outfitted with electric heaters when the wave of nuke facilities was going up in the 60s/70s on the basis that the nuke was going to be "too cheap to meter".  Nowadays, there is a brisk business in ripping out old electric heaters that have become too expensive to run.

Natural gas will keep going up in price, electricity will eventually come from wind, without any combustion or GHG involved.  That will also stabilize electricity prices.

With a heat pump drawing heat from the ground 3 times as much heat per unit of electricity consumed is collected to heat the home.

With a heat envelope system waste heat does the heating, while a low power electric circulating pump keeps a layer just below the surface of the building at ground temperature.  It's like burying the whole building underground from a temperature perspective.

Going with the heat pump system now will facilitate a transition into a heat envelope system later.  All powered by electricity that will eventually come from wind and solar.

Even if you are right that the grid will continue to be powered by coal, that heat pump system will produce less GHG and cost less than heating with ever more costly natural gas.  Three times the heat output of even a 100% efficient combustion furnace makes that so.

Geothermal technologies are wonderful and not utilized as much as they should should be. But there are many instances, especially in existing residential applications, where it is not the best choice.
Enough can't be said for demand-side efficiency improvements.  After all, not using energy in the first place is the best option. To that end, the cost of a ground source heat pump system would certainly pay for a great deal of efficiency improvements to the house with more than enough money left over for a top of the line boiler while having a more comfortable home.  
We know that 40% of Chuck's power comes from coal, leading to a 20% GHG reduction vs gas alone (40%*2x CO2 for coal) and the fact that total centralized generation and transmission losses are about 50% (ie. 2 kW produced= 1 kW delivered).  Given that, the heat pump's GHG impact becomes much larger than first thought, albeit still 20% better than just burning gas.  The point is that every situation is different and you can spend less money and have the same or better end result with a less glamorous solution.  
My personal recommendation would be to insulate and air seal my your first and then buy a Viessmann Vitodens boiler to replace the boiler and hot water heater if there is one.