It's all about the head.
yes heating with propane is generally cheaper than resistance-coil electric heating in most parts of the country unless you have hydro-electric produced (read: super-cheap) electricity. But oil and gas tend to be cheaper than propane, from what my understanding is. In the old days the cleaner the fuel the more expensive it was, which is why oil was preferred over gas- less cost. That is not always the case anymore.
Ken, I'd opt for a new oil-burning boiler and regular oil-burning head for the time being, assuming you can't find/get the dual-fuel, oil and gas-burning head which can be installed in your old boiler or a new one.
One can always convert an oil-burning boiler to use gas by just changing the head. One can't convert a gas boiler to oil. Totally different construction when it comes to a residential boiler.
Personally, I have no problem with natural gas, but am not thrilled to be in a home that has propane pipes running through it. Natural gas (methane) is lighter than air and will collect at the ceiling as it dissipates. Bottled gas (propane) is heavier than air and will collect on the floor like water.
I kinda like my own suggestion of having a few vented gas unit heaters about. In that way the propane piping, save for a half-a-foot to a foot (say 15 to 30cm),is outdoors. The only piping needed to be indoors is enough to put an emergency shut-off valve and an elbow to get it in the heater.
So maybe get a gas heater for right now. Then go for a new boiler and burner during the off season. (summer). Preferable with that duel-fuel oil-burning head. I paid about $4,500 for a new boiler and oil-burning head about 5 years ago, and as previously mentioned, my heating bills went to half.
Or, shut your trap about converting to gas and go see your oil dealer. He will try to get you to stay with oil and will probably install or contract out and install of a new boiler for you at little above his cost; he wants to continue sell you oil. if you buy a new boiler form your dealer, you should get about 5-years of a "free" service/maintenance contract out of it.
If you will keep oil I'd say splurge for a Riello brand burner-head (burns cleaner) over a "standard" residential Beckett brand burner head. Of course the ideal situation is to find that dual-fuel burner-head!
By the way the difference between the concept and word "dealer" and a "broker" is that dealers maintain an inventory; brokers do not.
If you can deal with the fuss and aggravation and work, pellet stoves and wood stoves are very popular in Connecticut.
BTW, heating via hydronics (hot water), and steam as well, is produced in a "boiler", while heating air to distribute for space heating is called a "furnace". The indoor coil of a heat-pump (electric central air-conditioning that spins backwards in winter to heat the house using concentrated heat from outdoors) is called an air-handler.
