Gas furnaces can all look the same on the outside, but how they perform inside your home can vary widely. The differences mainly come down to efficiency ratings, followed by the motor type and stages of heating.
If you live in the northern half of the US, Energy Star recommends furnaces that deliver 95% AFUE or higher. In colder climates especially, 90% AFUE furnaces can deliver significant energy savings.
If you live in an area with moderate weather, or you don't plan on living in your home for a long period of time, an 80% AFUE furnace can be an economical option.