How can I audit my furnace?
I have an ancient oil-fired steam boiler with a "tankless" hot water heater.  I built an Arduino-based board that connects in parallel to the thermostat wires at the furnace.  It uses a MID400 AC optocoupler to detect when the thermostat is calling for heat (24VAC when not calling for heat, 0VAC when it is), and then sends that to a computer via an XBee module.  

From that you can keep track of how long the furnace runs.  It's a very simple system with several shortcomings: It doesn't make a distinction between when the main zone of the house is calling for heat vs when hot water is called for, and can't tell when heat's being called for, but it can tell you when the low water or high temperature cut-outs have kicked in. 

Not perfect, but it should give you some idea of your energy consumption.