I say electric is way safer. In my opinion gas is better for the enviorment but electric is cheaper as well. I would choose electric myself to be honest with you.
There is a lot of debate over which is a better heating system for your house. One thing to consider is cost. Each area of the country may have different costs gas vs electric. If you live in an area where the heater will be running a lot, check the cost of running each in your area.