Depends where you are. In Quebec, about 90% of the electricity comes from hydro, and it's pretty cheap. A lot of people (more than half, I think) heat their houses with electricity.
My shitty uninsulated California house is entirely heated by electricity. Only the water tank is heated by gas.
Managed to break $400 for December's heating bill. I damn near lost my shit.
I use a heat pump. It's 55 degrees outside right now, so I'm not using much electricity. I doubt I'd save any money heating with gas.
In South Texas a lot of the houses are heated with electricity. In my parents neighborhood they don't even have natural gas available to the houses at all.