I would go with heat pump.
I pay 11 cents per kWh and currently 85 cents per therm of gas and an inverse heat pump - like the mini split systems - would be more efficient. Do not forget that those heat pumps have a coefficient of 4 where 1 unit of electricty used, produces 4!
In my case, knowing that 1 therm of gas is 30 kWh, then we know that for the same amount of energy:
Gas 30 kWh = 85 cents
Heat pump 30 kWh / 4 * 0.11 = 82.5 cents.
Heat pump is cheaper and knowing that natural gas is at a very low price, i could see NG prices go up making the heat pump even a better deal. Also, I could save the 17 dollars/month that I pay just to have an account to the gas supplier ... so in essence, I could have essentially almost 620 kWh of energy ''FREE" if I were to drop out the gas supplier and be all electric.