I just installed a new boiler, so let me share what limited wisdom I have on the subject:
-Get a cast-iron boiler -Look at the efficiency. A modest one has about an +80% efficiency, realy good ones go over 90%, but for a very high price. Depends how long you plan to stay in the house. -Make sure it is sized correctly for you house (the right amount of BTU's). To big and you pay for too much boiler. -Get several quotes
Best time to buy is late spring and summer when the guys have nothing to do. I'm not aware of any special deals, but having a boiler changed in the winter is not fun (no water or heat in the house all day).
Also, check with you local gas utility (if you can use gas in your area) to see if the are running any converson specials.
As for brands, I have a Slant-Fin, but there are others that folks swear by. Ask your reps who give you the quotes why they use the brand they are selling you.