Propane is usually almost always cheaper to heat with than heating oil will ever be.
Heating oil can cost as much as $5,000.00 to $6,000.00 per year to heat a home with but with Propane it would usually only cost around $1,000.00 to $3,000.00 per year to heat the home depending on the size of the home you're heating and how cold the winters are where you live.
You could also consider pellet stoves for heating.
I have natural gas for heat but have started using pellets for heating with and it costs me $175.00 per month for heating with pellets where it used to cost me $250.00 to $300.00 per month to heat with natural gas.
Pellets are clean burning and the only work it requires is filling your pellet stove with more pellets when it gets low and cleaning out the little ash it produces every now and then.