Gas prices may be on the upswing, but they've got a LONG way to go to reach electric. Electric heat is hideously expensive, not to mention an inefficient use of a high-quality energy source.
Of course, check your local utilities...some places have weird pricing schemes that will screw you if you try to mix your utilities too much. However, if all the other stuff in your house is gas, you should be fine.
edit: In case it isn't immediately obvious, I'm voting GAS. For pretty much all forms of heating.