Oil furnaces can be augmented with an indoor gassification boiler. Not that hard to do. They can be retrofitted, but you lose the advantage in an OWB of having a boiler inside the house and having to drag wood inside all the time. As others have mentioned here, you also need to burn seasoned wood in a gassifier, and smaller sized wood. In most gassification systems you also have a much larger water heating system, as the wood/gas burn is typically a shorter time at a much higher temp, which makes them more efficient than a typical OWB, but for a much shorter time period. Some people have noted that a gassifier is harder to run at mild ambient temps, like above 40 degrees. With an OWB, all you do is burn a low fire with a few logs in there and let it smolder all day. That is the mode I am running ours at now, and it keeps the hot water good and hot, and hardly smokes or uses very much wood.
Note that one big difference between OWBs and indoor boilers has been that the EPA completely controls the emissions on indoor boilers. This is changing now and they are now certifiing OWBs, after some states have begun regulating or banning them (particularly OH, WA, NY, WI, and all of New England). There are newer OWBs that are combination gassifiers with high burning efficiency and very low emissions, but retain the advantage of burning any type and size of wood, like the new E class boilers from Central Boiler, and they can be placed outside the house. I would look into one of those. Someone on another thread on AS posted a good list of the EPA approved boilers out there now.
With either type of boiler retrofitting, you can plumb either system with PEX lines from the boilers to run to water to air heat exchanger inside your existing hot air furnace, or to water to water heat exchangers to a hydronic heating loop in the house (that is what we have here). You can also add a water to water heat exchanger to your existing hot water heater. If you were running with steam radiators, that is a different story. Personally I would never buy a wood fired boiler of any type that has a pressurized system with steam or hot water. They are dangerous, and they are not needed. Open system are a lot safer, and pretty fail safe in regard to not blowing up.
Anyway, do a lot of looking around and get a good idea of what you want. You will probably have to hire someone to design a retrofit system, or do it yourself. I did the entire design of our system here, with a pre-existing electric hydronic floor heating boiler and a pre-existing solar hot water system that feeds a standard electric hot water system. All applications are typically different, and take some time to design and install. Not all systems work well, and not all boilers (gassifiers or OWBs) are made the same. There are and have been a lot of fly-by-night boiler companies out there.
I have researched stainless steel, and I would not recommend it. Several reasons, one being that they are a lot more expensive, they have a lower heat exchange rate, they are a pain to weld and fix, and they tend to be more brittle than carbon steel. With carbon steel all you need to do is run an anti-corrosive in the water lines and you are good to go for 3 years. I have zero rust in the CB here after 3 heating seasons, inside or out of the firebox and water tank. CB makes their tanks with good thick steel. More steel is better.
Hope this helps... and get a good chainsaw too, 'cause you will need a lot of firewood, no matter how efficient a system you get. I calculate our OWB to be between 30 and 40% efficient. That is comparig the amount of wood energy burned to the amount of electricity we used here to heat the same house the years prior to installing the OWB. We burn well seasoned wood most of the time, and we burn the smallest amount of wood that we can to make it more efficient. If you always completely fill an OWB with wood, you make a lot of charcoal in the off-duty cycle at the top of the wood stank in the firebox, and then a lot of wood gasses escape up the flue.