the cheapest way to heat, is baseboard heat, electrical heat is 100% efficient, easy to install and easy to maintain.
most apartment complex, are either use water base heat(ie, boiler), or baseboard heaters.
there are wall mount boxes make for window air conditioner.
as for pricing on installing gas force furnance, a 60k btu unit will cost me about $700 new, labor and misc stuff about $500. a 2 1/2 ton condenser about $900. labor about $400. the most expensive part be runing duct works, can go anywhere 2-3k.
the last complete setup, 2 story 1600 sq ft. I paid $4700, including all new vent lines.
