Fuel availability comes first
Natural gas, propane and heating oil have different delivery infrastructure, pricing and equipment requirements. A conversion can involve substantially more than replacing the boiler itself.
Oil systems
Oil-fired boilers use a burner and fuel-delivery system that requires appropriate service and combustion setup. Homes using oil also have storage-tank considerations.
Gas systems
Gas-fired boilers eliminate on-site oil storage but require suitable gas service, piping, venting and combustion provisions.
Do the conversion economics
Compare installed conversion cost, expected fuel use, utility/fuel pricing, equipment life and any work needed outside the boiler room. Do not assume a fuel conversion automatically produces a short payback.