With oil you have multiple suppliers in competition that you can choose
from, you have an on-site fuel supply that is not subject to outages
from a back hoe miles away, and I think you'll find the ratio of peoples
houses that have been destroyed by gas leaks compared to those destroyed
by oil leaks astonishing.

THE big problem with oil is that you require electricity to operate the oil
burners.

Thus, your oil heat is no more reliable than your electric service.

Gas can be used for ventless heaters (if legal in your area) that can keep
you quite comfortable without electric power.

But any "modern" gas furnace will also REQUIRE electric power. A "power
vent" gas water heater will also require electricity but a natural draft
heater will not. If you have public water, your water heater (believe it
or not) can provide a significant amount of heat to your house from your
kitchen and bathroom(s). It might seem silly now, but if you lose electric
for more than 24 hours and it's COLD outside, having hot water makes a real
difference in morale.

Finally, you might want to consider getting a gas cooking stove. Most
cooks prefer gas over electric for stove tops. The gas stove can also
provide emergency heat when the electric fails.

Because gas is so clear burning you might not notice any leaks which permit
combustion products into your living areas. Thus it's a good idea to get a
battery powered CO detector "just in case."