OK well, I'll chime in on our 2.5-yr old Weil-Mclain Ultra: from $400+/mo two years ago to <$300/mo the past two years during the coldest month. BUT, I did add 6" of fiberglass to our attic ($330). The Ultra is amazing because it modulates (varies it's output and changes fuel-to-air), uses outdoor reset (hotter water in colder weather) and condenses (heat recovery from exhaust, as long as your return water is sufficiently cool). The only problem we had was the Taco circulator pump that Weil-Mclain provides with the boiler died last week - but it was covered under Weil-Mclain's 5-yr parts and labor warranty on everything included with the boiler, even though technically it's not part of the boiler.
BUT - for these systems, you must have a local installer who is experienced with them. Don't trust someone who has never installed one before!
Also, remember that proper sizing is vital to efficient operation - and a (truly) modulating boiler can adjust it's output to match your needs. In my opinion, not many contractor do proper sizing caluclations - so all you need is a rough estimate with a modulating boiler.