Uh, oh, you said furnace. That was my most recent hobby addition. I've spent the last two autumns learning about oil furnaces in order to restore the ancient one in my basement. Furnaces from that era are supposed to be around 70% efficient. With a thorough cleaning, newer burner with better fuel atomization, a fan rebuild, cold air return mods, a modernized combustion chamber lined with space shuttle style ceramic fiber, sealing of air leaks and careful adjustment of the register balance with an infrared thermometer I now have mine up to 82% efficiency. Final addition will be the installation of sensors for stack temp and excess O2 readings. Think I'll have maybe $300 into the whole project, including a used Beckett burner test kit off ebay. Yup, we're snug as bugs at Chez Bottlehead.
Go ahead, just try to out-nerd a guy who's hobby is tuning his furnace.