Whats more effecient natural gas furnace or natural gas fireplace?

Furnace, far and away more efficient. Fireplace burns gas to make heat, but the chimney draws a lot of room air (that you've already paid to heat) up the chimney, to take the carbon monoxide and carbon dioxide (and the smoke) out. Very inefficient, all you get is radiant heat, and you lose convection big time. The furnace has an exchanger, which blows room air over the tubes which take combustion air outside. The room air isn't lost, so the heat it contains isn't lost, either.