Normally electric heating is much more expensive then gas heating.
The problem with converting is not only the fuel but the means of getting the heat to the areas you want it.
If your starting from scratch you going to have to decide what type of heating system you want scorched air (forced air garbage) Or steam one or two pipe system Hydronics (hot water) and either cast Iron base board or noisy copper fin tubing.
The pay back from switching could take many, many years plus the loss of space needed for a boiler, chimney and related piping.
Normally it is just better to stick with the system you originally have and just remember to keep the rooms not being used to the coolest possible temperatures.
There is a lot to be said for strictly electric heating lots of pros and some cons.
You may want to contact a Master Plumber or the gas supplier to give you a heat loss calculation and estimated pay back time schedule.
Most electric utilities will try to work with the consumer to keep them from moving onto another source of energy. Good luck