All other things being equal, it is more energy efficient and environmentally sound to heat with natural gas (if you live in a state where NG exists). Living in Texas, most of our electricity comes from coal plants. I can, of course, get renewable energy through wind power, but that has its own set of problems.
So, here's the decision. My AC. I can fix the really old air exchanger in the attic for $280. I can replace it with its exact counterpart for $2000 or I can add electric heat for $2000 (different companies). OR, I can add gas heat for $3800.
Everything being equal, the gas is the better environmental choice. I have no idea how the extra materials usage will affect it (a new electric line, pipes for the gas and a vent) but it's probably negligible. I just can't justify the doubled expense considering that we will probably only run the heater for a couple of weeks each year (it's the subtropics!).
Eventually, I'd like to get my own mini turbine and some photovoltaic cells. Then, I won't feel so bad about choosing electricity over gas.