Start with availability, not preference. Many of Fitchburg's oil streets kept oil because the gas mains never reached them — and running a new gas service to a street without one can be a project measured in months, not days. If gas is at your curb, the math for switching usually works in gas's favor over the boiler's life, and the gas page shows what that ownership looks like. If gas is not available, a modern oil-fired system with a current burner is an efficient, sound decision — the oil page covers what good oil ownership requires.
Either way, keep the radiators. Fitchburg's cast-iron radiation outlasts boilers by generations and delivers the most comfortable heat a hydronic system can make. The replacement is the boiler, the burner or gas train, and the near-boiler piping — the radiators stay, and they make the new boiler look good.
If the building still runs steam — some downtown Victorians and big old buildings do — that changes the conversation: see steam vs. hot-water boilers for the honest trade-offs before deciding anything.