Electric. I have a heat pump.
Pros:
- nothing is combustable so you never have to worry about carbon monoxide.
- It has "emergency heat" so if the compressor dies you have a way to get heat.
- It is rather cheap. Even in January my heat bill is only about $150.
- It is both a heater and an AC so you have ac build in.
Cons
- when it gets really cold it can fail. Under 0 degrees is iffy because it takes the outside air and warms it up.
- Is on all the time (how it is supposed to work) so that can bother some people.
I also have a space heater I use to warm my bedroom up before going to sleep. This keeps me from getting a head cold.