Yeah, I've got gas. It's real cheap these days too. A lot of neighbors are still burning oil anyway, I guess they are too cheap to bother to convert.
I own a big, brick Victorian which cannot be insulated (solid brick walls with lath and plaster inside) beyond what I've done in the attic. Have closed up most of the air infiltration. The gas boiler and baseboard can (barely) keep the house warm in the dead of winter, but cannot counteract the cold brick walls.
House with current setup (low mass boiler, 3/4 inch baseboard) is pretty cheap to heat, but I'm definitely concerned about keeping all my energy eggs in one basket. If gas prices go way up again like they did in 2008 I will be pretty poor.
I own a stove but have not burned it yet; need to get my chimneys fixed and finally getting that done this summer. I am looking forward to steady, radiant heat to keep a few rooms comfy warm in winter, and planning long term to run a coal boiler in series with the low mass gas boiler to give me choice.
Interestingly, my sister just bought a well maintained 1930's colonial here in Connecticut which has gas from the street but not hooked up to anything; brand new, high efficiency WM oil boiler with indirect domestic hot water setup, electric stove and dryer. Seems so idiotic to spend all those dollars on that beautiful boiler setup when you have gas available! But I agree, safer fuel, less beholden to a utility company. I suppose the prior owner may have been scared of gas? Some people are!