A heat pump is 3x more efficient at heating than a resistive electric heater, making it just about a wash with a gas furnace in most markets in terms of sustained cost. The hardware is more expensive, but not THAT much more expensive. When you include installation costs and amortize over a 20 year system life, the overhead is non-zero but quite low (10% or so). If you guess that gas is going to be more expensive in the coming decades where electricity is futureproof, it seems like a good bet to me. Ask me in 20 years.