When it comes to alternative home heating you can spend plenty of time researching the options. Maybe the first thing you need to decide is what exactly you are wanting from your alternative choice.
If environmental concerns are your thing then you should start out looking at renewable sources of heat. This includes, of course, solar heating panels which may be a perfectly viable way of heating your home, depending on your area. There are also hydro electric or wind powered possibilities, but you would need to live near a big waterfall (owned by you) or have space to put up a pretty decent sized windmill.
Luckily environmental concerns often go hand in hand with cost saving. If you cannot go entirely renewable then going for something like a wholesale geothermal heat pump means you make the best use of the electricity you draw from the grid.
If what you are looking for is reliability but do not want to use the fossil fuels that are running out so quickly, then you might want to look at a more sustainable energy source. Many people are surprised that wood heating systems are a great renewable energy source.
There are other systems that use local resources - if you live in a farming area then maybe home corn heating furnaces will be a smart, renewable, choice.