Most natural gas fireplaces or propane gas fireplaces are pretty cheap to run.
My gas fireplace costs me around $2.00 to $2.50 per day to run which is pretty cheap if I run it everyday and sometimes I only run it a few times per week and let the furnace do the rest of the work for the house.
But the gas fireplace is also a good backup source of heat when it gets cold and the power goes out because I can light my gas fireplace with a match and still have heat.
It's also sometimes nice to just sit around a gas fireplace on a cold day and snuggle up on the couch or sit in my recliner.