Gas and Oil Home Heating Furnaces - Making my furnace even more efficient?

My new furnace has the stove pipe running through the air duct, which would help to pull some of the heat off the pipe and send it thoughout the home. Im thinking of building a heat exchanger with a series of pipes, to maximise the surface are of the flue pipe, just like the Magic Heat units do. except i wont need any fans, the blower would blow across 8 or 10 tubes instead of one 6" pipe. Im more than confident on my fabrications skills. and not worried at all about having any Carbon monoxide leaks.
When i felt that my stove pipe going to the chimney was really hot. and waisting heat out the chimney, i was thinking this should be a real help to make it more efficient.
Any thoughts???

Yes. Don't do it. Cooling down the combustion gasses can cause about two quarts of moisture per hour to condense and start damaging everything in sight.

When the vent pipe rusts through, the combustion gasses will be circulated through your home instead of going up the chimney, and the interference with the combustion process might well cause the burners to start making large amounts of carbon monoxide.

It's also unlikely that running vent pipe through an air duct is permitted by installation standards for the reasons described. This should be checked against the installation standards and corrected if it's not specifically authorized.

If you wanted a high efficiency furnace, you should have bought a 90%+ high efficiency furnace. Try to make you own by the methods you describe could be lethal to anyone living in your home.