You have alot of questions - and they are all good questions.
As you've gathered - most of us do this type of work for a living. I'm an Engineer, and our firm specializes in energy efficient design - although mostly commercial/small commercial. We do some residential stuff, including audits, paybacks on equipment changes, and MEP design.
That all being said - I'm not going to lay out a 10,00 word post telling you what to do and with what specific equipment, and what it will all cost, and how soon it will pay back, and how it will all improve your life.
Here are some general ideas I suggest you research further and run with:
Since you do not have natural gas, you are left to choose between oil, propane, or electricity. Electricity can be used as straight resistance electric -which is technically 100% efficient - but the fuel cost is very high.
Heat pumps work like this (really simplistically): for every one watt of heat you put in - you get around three out -this is a Coefficient Of Performance, or COP. This example heat pump is essentially 300% efficient, and would have a COP of 3.
Further - there are three main types of heat pumps - air-to-air (looks like a traditional AC condensing unit, but has the ability to reverse the refrigerant cycle and bring heat INTO the home instead of OUT OF the home.) ,water-to-air (commonly used in a geothermal set up) or water-to-water.
The big advantage of geothermal: Heat pump performance suffers as the ambient (outside) temps get extreme - really cold or hot. A geothermal system uses the earth as a heat sink - which essentially keeps the "source" of the heat (in heating) warmer. The source is actually water that is pumped through wells or a field loop. It's like this - an air-to -air heat pump needs to work in the outside air - ranging from say -10 deg to 100 deg. A geothermal heat pump works with source water from the ground heat exchanger/wells that ranges from say 35 deg to 90 deg. Therefore, the geo system can work more efficiently with the narrower temp band - the average COP will be higher. Water-to-air heat pumps are also generally more efficient than air-to-air anyhow, but this is beyond the scope of this conversation...
Ok - now the disadvantage of geo. Sinking wells cost a ton of money. A ton. Triple the budget of a normal heating/cooling system. Plus, knowledgeable installers are not on every corner. A system can be installed that "works" but it may bot save as much money as the numbers would lead you to believe - for a variety of reasons from poor design to short-cuts taken during the install - to just plain not knowing any better.
Here's what I suggest for you:
If you are going to put in central air - do the ductwork right, and get a heat pump instead of a condensing (cooling only) unit. The air-to-air heat pump will save you money over the cost of oil or propane. But remember - the efficiency of this type of heat pump suffers in extreme cold - and so does its capacity.
Ah-ha - dual fuel. Below a certain temp - usually around 35 deg, your system will switch from the heat pump to the boiler/radiator system.
OK - now onto boilers.
A modulating and condensing boiler is the best you can do. This almost always means gong to gas. A regular boiler has a cast iron heat exchanger and needs high return temps (160 deg+).
A condensing boiler can run at lower temps - which allow the unit to condense the flue gases - and RECLAIM THE HEAT from the water vapor that would normally go up the stack.
The best case scenario would be to "reset" the boiler supply temp according to outside air - in this case the boiler starts running at 35ish deg. At 35, the boiler supplies at say 130. On design day (maybe -10 deg), it supplies at 160 (or whatever is needed to balance the heat load in the home - I doubt it needs 180 - systems are usually sized for 180 - but I should say systems are usually OVER-SIZED for 180.)
Using this reset strategy allows the condensing and modulating boiler to run lower temps - where it is much more efficient. At 180 - a mod/con boiler is really no more efficient than a regular boiler.
We covered condensing - modulating refers to the boiler's ability to run at lower capacities. This is an advantage because longer run times means the system reaches steady state efficiency much more than a boiler firing a t full capacity would - which short cycles and has large losses because of the short run times.
As far as domestic hot water - on demand heaters are good - they eliminate standby losses that are inherent to storage tank types. The disadvantage - they have a min flow to "kick on" - meaning no drooling of hot water into the tubby and it's hard to get a little hot mixed into the water on a hand sink, but these issues are small...
The hot tub:
The best would be to use a heat exchanger off of your mod/con boiler loop - but no-one ever really does this... heat exchangers are pricey, and the warranty on the hot tub is likely voided, etc. Like beenthere said, hot tubs are energy hogs, either enjoy it and pay - or sell it...
OK - that's close to 10,000 words - I'm punching out!