Choosing a contractor can be hard. The first thing to do is check with friends and family to see if they have a good contractor you can call. Second is verify the contractor is working for himself. Big Box Company Like Costco, Lowes, Home Depot and Rona use subcontractors to do the work so you never really know who will install your equipment and often times after it's installed it can be hard to figure out which company to call should you need warranty repairs .
All furnace will do the same job, heat up air in your home to keep you warm. Not all furnace are built the same. Some models are much more efficient then other, some models have better warranty the others. Normally a Good Dealer with have a good choice for you. High end Manufactures such as Lennox or York will make sure the dealer selling there product is more then qualified and has a good reputation to back the product.
It should not be complicated to understand the warranty. In todays marked A furnace need to come with a 10 year Parts and 10 Year Labor warranty. The warranty should be listed right on the bill of sale or proposal. be careful not to be tricked into a furnace that will have the options to buy a warranty at a later date, it normally costs much more and offers less protection. A proper dealer will be able to offer you this at the point of sale all on one bill.
Warranty is important but without the infrastructure to back it up you can be left in the cold. Choose a company that is already know for emergency service one that offers 24 hour service is the best option, this way you know you will be protected when you need it. Often times you will be told that you have a warranty but the company you picked will not have night service and you have to wait till morning for help. Remember a Big Box Store is not open in the middle of the night.