LPG or propane gas is more expensive than natural gas in most places however if all you can get is either electricity or propane or LPG gas then the LPG or propane gas is the cheapest form of heat for your home.
Electricity is usually much more expensive to heat your home with than propane gas is and propane gas is much warmer heat too than electricity is.
I used to heat with electricity and it was very expensive and I barely stayed warm and after switching to propane gas for heat my house is much warmer and I save $500.00 per year during the heating season.
I usually have my propane tank filled up during the summer again before winter which is when I can get some good rates on the propane per gallon costs.
So I save some money that way.