Gas turbines running on natural gas are much more efficient than using a boiler and steam turbine.
The gas turbine alone GE Frame 7 machine is in the low 40's percent range, whereas the boiler and steam turbine cycle is in the 30's percent range, plus the gas turbine stack output is much, much cleaner. Keep in mind the boiler efficiency itself is in the 80's percent, but you have to look at the whole cycle.
When you combine the gas turbine with a steam turbine the efficiency of the cycle goes up to around 60%. This is accomplished by using the heat output of the gas turbine, passing it through a heat recovery steam generator (HRSG) to make steam then sending it through a steam turbine.
The popularity of the combine cycle gas turbine projects in recent past put a strain on the natural gas supply and gas prices shot through the roof. Many projects were canceled and plants already built became peaking plants, and were only used to meet peak demands, when buying power on the spot market made it economically feasible to operate them.
Currently, the gas turbine market is coming back due to the long-term projection that gas prices are stable and the green energy folks are pushing so hard for cleaner technology that coal projects have essentially disappeared.