I've build 3 houses. For the first I had to get a bid for 3 bore holes, that was too much for me. I opted to insulate like crazy and use natural gas.
I didn't bother with a bid the second time because the situation was the same. Air source was really coming along at this point (at least in the US), I should have pushed harder to get it.
My current home has enough land to go horizonal. There are 4 trenches, 6 feet deep, 3 feet wide and 300 feet long. The pipe loops down and back on each trench. Excavation was about $1000 (full day for a man and a machine) and another $1000 to bury them and a day of labor to lay the plastic pipe and weld it together.
Equipment was about $8,000 more than my other options (no natural gas here), but after tax breaks it was about $3000 more. I think it was worth it, even if there weren't tax breaks. I really had to push hard to get this. I had to use a general contractor on this house and he swore it wouldn't work. I made the calls and found someone to do it.
The system runs often when the highs are -20f, but I've never flipped on the backup electric resistance heat.
During the summer the A/C is so cheap it is practically free. It doesn't take much compared to heating. Cooling might have to get the house 30 degrees less than the outside air, but heating has to raise the house nearly 100 degrees f warmer than the outside air.
Ground source is always my first recommendation, but air source should be more popular than it is.
A funny note about the builder who thought ground source wouldn't work well, he also tried to talk me out of a tankless hot water heater because the well water would be too cold in the winter! I guess he didn't understand that the ground down far enough is a pretty steady temperature.