We have always decommissioned the legacy furnaces inside the home (turned it into a linen closet) and then tapped into the HVAC ducting with a package unit for both AC and heat. It has worked well for us, and we usually place it outside near the kitchen.
Our units are purchased online, installed by an electrician on our crew, and then inspected, turned on for the first time by a licensed HVAC guy. Our last 3.5 ton unit on a 16x76 cost about $3,500 installed. These are all electric units because we don’t want to deal with too many utilities - for the same reasons you have noted.