Electricity is always going to be the most expensive for a number of
reasons,
including higher generation and distribution costs, as well as lower over
all
efficiency (yes, people like to point out that electricity is 100%
efficient in
the home, but conveniently ignore the rather large line loss involved in
pushing
it as much as 2000 miles across the country).

An "All Electric" house can be quite cost effective. You have to have
electric service anyway and when you have, say, gas heat you pay the top
seasonal rates for both gas and electric. With all electric you save
(directly and indirectly) the cost of bringing one more utility to your
property including stuff like reading the meters.