Where I live every house has the wiring for AC anyway, so a heat pump only needs a different valve in the system you will always have (this is about $50 in parts, but they charge thousands extra for it)
I paid for it anyway - my furnace was 50 years old (probably 60% efficient when new), and I have no idea how bad the AC was. That said, for less money I added more insulation to my house and that has a better ROI. (unfortunately the design of the house doesn't allow for even more insulation even though I could save a lot more if it could be done)