Propane vs. Fuel Oil?

I live in the Upper Peninsula of Michigan, so the winters are pretty sick. Right now I have a fuel oil furnace. I filled up the tank in October for $500 ($2.40 a gallon). That will probably last me til the beginning of December, but I will have to fill up at least once a month for the next 3 months, which is another $1500'ish. Pretty sick huh? Well my question is.... would it make sense for me to convert to propane? Im figuring with the conversion and the actual propane tank and the propane, i'd be looking at like $5,000 to get it done. I just dont know if it makes sense to bother doing it!? Does propane burn longer or hotter than fuel oil or anything like that? Please help me.