I personally think you should look at a neighborhood that has nat gas service.

However, if your home has good construction and insulation qualities, then you might consider Carrier's relatively new Greenspeed low temp heat pump system.

That would be my starting point.

IMO

Just put a bit more money into your walls. Finding NG may not be easy and you can overcome NGs advantage for a relatively small cost in better walls/insulation etc.

There was a guy in Iowa (much colder) that was spending $20 a month on electric resistance heat. Why have anything else when you are insulated that well.

Obviously that is an extreme but the point remains that you can overcome the higher cost of your fuel by building better. Also the heatpumps are far better especially Greenspeed.

It isn't that hard to build well enough to cut your heating load in 1/2 or even less.

You also have the geothermal option but often times better walls/insulation is a cheaper route.

By better walls - 2x6 with fiberglass is basic code minimum. And may not even cover it in 2012. What you really want is foam exterior sheathing - and probably 2 inches of it in your climate with no NG. Do your research here - if you don't have NG, it can really pay to build a good structure.