The dialog on this board has been a huge help in making me an informed consumer. I have enough information to purchase the right furnace from an acceptable contractor.
I think the success of places like Home Depot and Sears in the home improvement market is a reflection on the way in which the homeowner is handled by some (most?) independent contractors. The HD and Sears reps. didn't spend much time in the house and one (Sears?) thought 135K BTU would be just dandy, but at least a consumer has a sense, false though it may be, that buying through one of these giants provides some measure of security. When I had HD give me a roof estimate they spec'ed a roof that would have been suitable for South Dakota and the price (including the HD markup) reflected this. So one expects an HVAC system to be similar.
My preference is always to go with a local contractor that has been in the community. Generally, you'll pay less than going through a middle man and more than the low bid, but a local contractor is incentivised to do a good job as we do all tell friends about work well done and work not so well done. The number one priority in this sort of work is a job well done. None of us want to deal with down-the-road problems.
So, I'll buy a furnace install (good make)of a size that is correct for my house based on Manual J from someone I trust. Best I can do for now.