If you are currently using hot air blown into your rooms through ducts, you could make a big cash saving by switching to gas radiant heating. Most users agree that there are health benefits too!
First of all the fuel choice. Gas is not the only option for radiant heat, but it is one of the most popular. The systems work by heating water and pumping it around the house to radiators or various types (there is also flooring radiant heating that works in the same way).
Gas is convenient - natural gas heating value is well known - but heating with propane also makes commercial sense. There are also oil options, though oil can be difficult to store.
Radiant heating systems, of whatever type, offer clear benefits over hot air (convection) systems. First of all the convection systems tend to dry out the air - they make the air feel unhealthy. They also move packets of air around and shift germs along with them. In other words they help spread the winter cold germs through the whole family. A different physical process governs radiated heat and it means that the air is not dried out so much and it is blown about much less.
Radiant water heat systems also allow you to set the thermostat lower - there are many technical reasons for this, including the tendency of convected air systems to heat the ceilings more than the parts we sit in, but the outcome for the user is another cash saving.