They all work fine.
Electricity is most expensive to run, usually only for apartment.
For house
Now is if there is a gas line, you would have natural gas. If your house is not on a gas line you use oil.
They both good, but oil must has an oil tank in your house and little dirty than gas. So unless you have a old home with oil furnace to start with or a rural house without gas line. Natural gas is the choice.
You don't have the choice unless it is a custom home. You get what came with the house or what builder give you. Swithing is expensive.
