Furnaces come in sizes as small as 40,000 BTU up top 140,000 BTU. Having a properly sized furnace is important because it needs to be able to heat your home during the coldest times of the year as well as not being oversized and short cycling too much during the more mild seasons. Having a properly sized furnace can also help have more consistent temperatures throughout the home.
Furnace efficiency ranges from typically 80% up to 96% meaning that an 80% furnace uses 80% of your gas for heat and 20% is wasted or lost. A 96% furnace only loses 4% and 96% is heat for your home. The 96% furnaces are much quieter than the 80% furnaces.