Heating systems are enlisted below from higher to lower efficiency.
The most efficient one is the heat pump which comes in two varieties: air-source and air pump.
A furnace is a standard heating system found in America, further divided into their fuel varieties: gas, oil, and electricity.
Boilers are less commonly found when compared to furnaces and heat pumps but are efficient enough and rated as 90 or higher with AFUE (Annual Fuel Utilization Efficiency).