Thanks for all the input.
We are going to stay with forced hot air instead of a boiler, even with the possibility of it rusting out. Maybe I'll get a few extra CO2 detectors.
Unfortuatley, we don't have the room to install the coal furnace next to the existing oil furnace. So, the multi fuel furnace seems to be the only way to go. (we really want to keep the oil as backup.)
The model we are looking at is the Harman Central Heating Wood/Coal/Oil Furnace SF-2600-SS. It's big enough for our square footage and has the oil burner built in.
Keystoker makes one also. coal and oil.