It's a boiler. Furnaces heat air.
Price? Good question. I bought a new 4 section AO Smith boiler from a supply house that specializes in dealing with DIY homeowners, about 7 years ago. I forget exactly what I paid, but, it was in the 800 dollar range, give or take a few hundred.
Another possibility, if you are gonna do it yourself, is to look on that online auction site that the word filter here doesn't like. A guy I work with is researching this. Apparently there are quite a few folks out there with relatively new boilers that replace them either because they need a bigger one due to an addition or they want better efficiency.
Buying used is always a bit risky, but, if the savings are considerable enough, it might be worth looking into.
Even if you DIY, I would strongly recommend paying a professional to give it a look over/tuneup afterwards.