While all of these are very good sources of heat,you should take in account what is more available to you in your area.You should also consider the high cost of oil and electricity.I would say that natural gas is better.It is fairly cheap,available most everywhere,clean burning,and safe for the enviroment.
This would depend on what part of the country you live. If you are Maryland or north of Maryland you would want a natural gas heat. It is far easier to troubleshoot than oil. If south of maryland a Heat Pump with a natural gas backup is the best.
Oil, propane, natural or electric heat all have their advantages and disadvantages. Generally it will come down to customer prefference, cost, and the effciency at which the user is lookign to achieve. Gas is the most common highest effcient option.
Natural gas is an inexpensive way to heat the house. Propane and oil are good in remote areas, where there are no gas lines. Electric heat is expensive.
Natural gas is always going to be the best way to heat your home. It is quick and it heats the home relatively quick where as electric it does not go through the entire house.