The new high efficiency boilers and water heaters are beginning to find their way into many homes today. If you have one of these systems, (and there are many manufactures who make this type) you know how amazing the they are by the significant savings you receive each month.
One other thing to check is that the system is free of air in the pipes, this can cause noise and make it difficult for the circulators to pump water thru the heating system, eventually causing no circulation at all and resulting in cold rooms or even an entire floor of your home. This can be done either at the boiler or at the radiators.