Could someone please enlighten me. I want to buy a direct vent furnace that does not have a pilot burning all the time. I've read about a 'matchless pilot". Is that what I want?

Furnaces don't have pilots anymore, they are mostly HSI or spark ignition. I suggest calling two or three local contractors, they can give you some bids and explaine to you how everything works, and what would save you the most money.

Check the sticky here for more on how furnaces work, https://www.askmehelpdesk.com/heating-air-conditioning/heating-cooling-maintenance-repair-troubleshooting-frequently-asked-questions-58313.html