There are pros and cons to both electric baseboard and gas forced air water heaters. Here's a summary: Electric Baseboard Heaters: pros - they are very efficient, running at about 95% efficiency; cons - they can be expensive to install, and because they are electric, they can be expensive to operate; Gas Forced Air Heaters: pros - they are relatively inexpensive to install; cons - they are not as efficient as electric baseboard heaters (only about 60% efficiency); also, because they use gas, they can produce dangerous carbon monoxide fumes if not installed and maintained properly.

There is no easy answer as it depends on a variety of factors including the size of your home, how well insulated it is, and how drafty it is. That said, in general electric baseboard heaters are more efficient than gas wall heaters, so they would be a better option in most cases.