Is it possible to recover waste heat from a boiler?
You should look into condensing boilers that do just that and capture a lot of heat that would normally fly out of the chimney. In fact they vent through a PVC pipe producing a lukewarm steam and have efficiency as high as 96%

So if your current boiler is close to the end of its usefull life, then upgrade might be a sensible investment.

However it's not a bad idea to evaluate your house as a whole. If its poorly insulated and drafty, then that should be addressed as well.

A lot of states and some energy companies offer free or very cheap home efficiency auditing and insulation programs.