I did mine last winter. I bought a burner conversion. Its a gas gun that goes in place of the oil burner. Used my old boiler, just cleaned a rebuilt it. Worked great. I did all the work myself. I called the gas company to tell them I did it so that they had a reason why I was now using a lot more gas and they told me they don't track these things. I did have a plumber friend come in just to make sure it was connected correctly by code. Most of the important stuff is in the installation man. The other important thing is all the gas pipe must be black pipe rigid all the way to the burner. No flex.
The gas was the best thing I could have done. No more oil smells in the basement, never run out of oil, and soooooo much cleaner. Oh yeah, way less maintance.
Will