As always, it is the 'total package' that is the ultimate factor. If you have a gas dryer, gas range, gas water heater, AND you can buy your own storage tank, it might make sense to stay with propane. However, the btu/dollar still favors oil, and always will. If you had a boiler, the hot water issue is gone, the range and dryer still figure in. Many cooks really like a gas cooking device, and if you only want one source, then LP wins. No matter how you arrange it, it all costs something. Coal is cheapest, but involves some work on your part. If you like to be active, and enjoy effortless warmth, then coal is KING.
LP always seems to be a 'secret sales society' with some paying 1.25/gal, others pay 4.65/gal........Oil is more straightforward. I think they now issue foam padded tie-wraps when you sign on so that the chafing of the ' wrist to ankle' attachment is less painful.....in the short term. Also the personal lubricant is free with each order over 250 gallons.
If your 'envelop' is tight, you can use any fuel effectively, but if it is an older home with 180 windows, 60 doors and plank siding, it is gonna use lots of btu's, no matter what the heating source.
A local guy has just rebuilt an 1885 home, still with a dirt basement, part crawl space, and has gone with a 97% efficient propane condensing boiler and spray foam insulation. 15K for the insulation alone, 13,500 for the heating system. I smile and think of how many TT loads of coal he could have purchased for the insulation cost alone. If you want to go that far on the 'Nuts' scale, why not use the ICF insulated forms and build the whole damned house out of them. They do work, and your insulation is all done with the forming. I'll send some pics of a new project nearby that is about 180 by 240, 24 and 28 ft high walls.