Installation cost is the first thing to consider. The least expensive heating option I know of is baseboard heaters, with the most expensive to install probably being a ground-source heat pump. There are many options in between. Cost of operation is something else. To continue my example, baseboard heaters cost roughly 300% more to deliver a given amount of heat compared with that more expensive-to-install ground-source heat pump. Natural gas has become quite cheap lately, and there’s good reason to believe it will stay that way for a while. Where natural gas is available, it’s a good choice.
One thing many people fail to properly consider is the heat delivery system. It’s one thing to choose the source of heat, but quite another to decide on how that heat will be distributed. It sounds like you’re designing a home that’s more than basic, so you might consider a hydronic, infloor heating system. The comfort level is superb, though the system is complicated to install. Cast iron radiators have largely been forgotten, but they’re an excellent, efficient and relatively simple approach for any hot water heating system.
Check out a video I made about a cast iron radiator installation job I tackled myself.