All types of heating have their pros and cons, like any technical solution. Otherwise, why did they invent so many of them?
Therefore, first you need to prioritize what is most important for you. They can be environmental, operating costs, capital costs for the device of the system itself, the speed of solving the problem, fire safety, ease of use, limitation on the amount of electricity supplied to the house and even the availability of free space for placing heating equipment .. And all this in addition depends from home use mode. A summer cottage with summer and off-season living, weekend arrivals in winter, or a house for permanent use.
On average, the price looks like this: the lowest operating costs (payment for heating per month), but the largest capital and by time - main gas. Project, piping, permits, installation of a heating system in the house and purchase of equipment with its installation, allocation of a certain place for installation according to standards, exhaust gas removal, ventilation.
At the other end of the line is electricity. I hung up cheap convectors all over the house - the problem was solved. But electricity bills in the winter are very tangible.
All other systems fall between these two extremes. Wood and pellet stoves are fire hazardous. Usually they cannot accurately maintain the set temperature. They are inert, they warm up the room for a long time. Firewood is required. The house often cools down by morning. Mud. If this is a country house with arrivals once a week or two, then cooled down to the outside temperature it is heated for a very long time. But this is not very harmful to the overall ecology. CO2 emitted into the atmosphere during combustion will be used for the growth of new tree plantations, since the resource is renewable.
Gas in cylinders is convenient, but it works for a short time. Frequent recharging is required.
A gas tank (liquefied in a tank buried in the yard) implies the allocation of a certain area for it. Plus also gas station (though much less often) and service. But in order to fill the tank, you need to immediately give a very tangible amount at a time, which is not very convenient.
There are also heat pumps. Air to air - 4 hours of work and the house is warm. Looks like an air conditioner. There are standby heating modes with a minimum consumption of resources during absence. But the indoor unit is with a fan. This is, although quite a bit, but the extraneous noise from the fan and the constant movement of air in the room. But the house warms up many times faster than other systems. Plus, you can turn on remotely from your phone in advance. Air-water (the heating medium for the heating system is heated) are significantly more expensive. But any heat pumps in terms of operating costs are closest to the main gas and 3 times cheaper than pure electricity. There is also a variety of water-to-water or geothermal pumps, but they are now used less and less often, since they involve high costs for installing equipment.