Every area of the country places different demands on heating and cooling equipment, and there is different availability of fuels as well. Most local utilities will perform an energy audit for you and make recommendations. Yours is probably not the only house needing energy updates, so you might even talk to neighbors about their solutions. Some options are very pricey and not worth the investment.

The main consideration in changing from radiators to forced air heat is running ducts. Right now there are one-inch pipes leading to all the radiator sites; they need to be replaced with 6-12-inch ducts to run enough air, and that can mean making new soffits here and there throughout (and a substantial labor cost for custom building all the bends and so forth). You'd probably want to get an HVAC company to walk you through the options. An advantage to getting forced air is that all you have to do is run one pipe from a compressor unit somewhere outside (roof or back yard, say) to have central air! so if you do make the switch, you can do it all at once at marginal extra cost. I live in Philadelphia and can't imagine surviving July and August without A/C, so unless you're in the Poconos or something, you might find it worthwhile.

In the end, though, it will be hassle and cost versus functional gain. And you're going to need a professional to appraise your specific project in order to put prices on those.