If the furnace is located in an awkward position and is not near the outside air except through a nearby wall, you can choose a side wall venting option. You will have to insert the vent directly through the wall, which means a little more work. Ensure no existing electrical wiring or plumbing will get in the way of the process, and use proper venting pipes so that your insulation is not in danger of combustion.
Going through the chimney is a common option for furnace venting. In these cases, the chimney provides an easy access point, a section of the house that is already used for exhaust and can easily be used for furnace exhaust if the furnace is installed near the chimney. Because this is a traditional option, most contractors will be comfortable with the procedure. However, depending on the chimney, this option may be more expensive than going directly through the wall.
A rooftop venting option may be ideal if you can channel exhaust up through your attic and outside. This setup works well if you do not have a nearby chimney to use but still need an easy access point. It is also useful if your furnace is installed in the attic and you have no basement or crawl space room for other options. Again, the danger of insulation combustion remains, so follow proper codes and material regulations.
A direct vent furnace is attached to a wall. Rather than running an exhaust pipe to a different area, the furnace immediately discharges exhaust into the outside air. Some of these furnaces can be attached to the walls of a building, but they are used more often in trailer homes and RVs.