Natural Gas
There are several advantages to using natural gas as a fuel for heating your home. As most homes already use natural gas as a fuel, retrofitting to another natural gas system means less hastle and costs to make the switch. As a fuel, natural gas is vertasile, a precise source of energy, and is safer than propane. It's easy to pipe into houses, or be stored in small tanks. Of the fossil fuels, it is the most efficient and environmentaly friendly, meaning it's also the cheapest energy source.
There are nevertheless some downsides. While compared to coal and oil natural gas is fairly clean, it's byproducts from burning or leakage can have damaging environmental effects and are toxic. If you're looking to install natural gas systems from a previous energy source, instalation can be fairly expensive. It's nature as a fossil fuel also means that it is non-renewable.