Our natural gas is quite cheap here in Australia. The supply fee is about $150AUD/year and usage isn't much more. We aren't exactly the most freezing country though -- I live in one of the colder parts (in Winter anyway) and although it's difficult to live without heating, a lot of people do it. We have a ducted gas system which is beautiful and cheap to run (we are renting so didn't have to pay to install it, that's a bonus). We set the system to run at 21 degrees celsius from 5:30pm to midnight, and 6am to 8am. The rest of the time it is off. Being able to do that saves a lot of money.