Heat pump versus gas heat is irrelevant, though many people are confused about that issue. What matters is how tight the structure is with respect to infiltration and how much you actually heat the structure. Where you get the heat doesn't matter.
If the place was uncomfortably dry last winter with your current forced air system and you replace it with a new forced air system, it's going to be just as dry. The only way to change that is to tighten up the building envelope or to add a humidifier. If you're building new, though, you probably won't need one, because new construction is typically tighter than what was built back in the day.
I'm in southeastern PA (about 35 miles west of Philly) and I had an Infinity heat pump installed a couple of months ago with an Aprilaire 600 humidifier. It's hooked up to the hot water supply. I didn't get to use it during very cold months but it appeared to work well when it was used during moderately cold days. My house isn't that old (15 years) but it would get very dry in the winter. On the extreme days it could get as low as 8-9%!! But, usually it would be in the teens and low 20s. When the system was installed the humidity was in the 20s. After the system was installed it never went below the 30s. Again, this was not during extremely cold weather. I will have to wait until winter to see how well it performs during the colder months.