Geothermal HVAC Systems, A Homeowner's Guide...

Geothermal HVAC systems are among the most energy efficient systems available. Depending on the situation, typical energy savings are from 25% to 70%. These units have two efficiency ratings. The unit's cooling efficiency is given as an EER (energy efficiency rating).
This is the cooling effect of the unit divided by the electrical input required to the unit.
The heating efficiency is given as COP (coefficient of performance).
This is the heating effect of the system divided by the electrical input required by the unit.
In both cases, a higher number with the rating means the unit is more efficient.

Are they worth the cost?

According to the U.S. EPA, these systems have the lowest life cycle cost of any hvac system. Although they usually cost more to install, they generally require less maintenance and repairs.
Depending on the local conditions, the time required to recover the installation expense can be pretty short. There are now do it yourself kits available. This can lower the installation costs considerably and make the systems more affordable.

Types of systems...

These units can be central heating only, hot water only, or heating and cooling systems. Heating only systems are common in Europe, especially in colder climates. Some of them have the ability to provide free passive air conditioning. In that case the water is pumped through the loop system and into a cooling coil. The unit's compressor does not operate. In the U.S.A., combined heating and cooling units are the most common.

Direct Expansion Geothermal Systems...

The most advanced geothermal systems are called direct expansion (DX)units. They eliminate the water/antifreeze mixture and the associated pumps. Instead, the compressor pumps the refrigerant through copper lines that are buried instead of the traditional water filled plastic lines. This results in better heat transfer and more efficient operation. You do not need purging/charging carts for startup of the system and they are easier to maintain and repair. They also are a lot easier to install and usually require less ground area for the loops (captors). The refrigerant lines are buried like the traditional polyethylene pipe loops. One of the main concerns with this type of system is corrosion of the buried copper refrigerant lines. This is usually only a concern in areas where the soil is acidic. In some cases, a cathodic protection system is installed to minimize the possibility of corrosion.