Natural gas is the best way to go if possible. It has the most stable price range out of the three fossil fuels we mainly use for heat. The other two being LP and Fuel Oil are dependent upon the price of oil per barrel. Just like the fuel for your vehicles.
As far as BTU per gallon, oil is the best.
Fuel oil = 138,000 BTU per Gallon
LP = 92,000 Btu per Gallon
Natural Gas is not measured by gallons but by therms, which means you need to do some math to change per gallon to therms.
Multiply the oil heat price per gallon by 0.72 to give the equivalent price per therm of natural gas
Multiply the propane price per gallon by 1.087 to give the equivalent price per therm of natural gas
Multiply the electricity price per kWh by 29.3 to give the equivalent price per therm of natural gas
LP is the least bang per gallon.
If there is no natural gas then you have limited choices. LP, fuel oil, or electric.
Pros of oil- High BTU per gallon of fuel and that is about it.
Cons of oil- High maintenance (Yearly changing of the fuel filter and nozzles), very stinky if there is ever a spill (I have heard of instances where someone had 200 gallon pumped into there basement on accident), there is no way of proving if you get a bad batch of oil ( I have changed filters and nozzles up to 5 times on one tank of fuel for some customers. They had to pay a service call every time), 80% efficiency is the highest you can get with oil, with the higher efficiency standards there is tolerances of operation are much tighter and the oil is much more prone to sooting up.
Pros of LP- Up to 96% efficient, clean burning, less maintenance,
Cons of LP- Price fluctuation due to market.
About the best thing you can due for your conservation of gas is to make sure you minimize you heat loss. Heat loss comes from sources such as windows and doors. These are your highest sources of heat loss in the winter and heat gain in the summer. The newer and tighter your windows and doors are the less heat loss there is. The other piece is making sure your house is well insulated. With you being in Morrow county I am guessing that the land in your area is relatively flat and wide open. So the wind rips through houses. If you can create any type of wind break that will help also.
SP I hope some of this helps, and as far as getting away from the propane the only way I would do that is if you are converting to natural gas.