Natural gas is only available to those who have it piped to their house. If you have it piped to your house it is a cheap way to heat but the rest of us, probably 90% plus don't have it so it is not an option. The nice thing about the pellet boiler is that you fill it once a week, never have to worry about coming home every 12 hours to load the boiler up. I love my boiler but I am handcuffed to it in the winter just like everyone else who owns a wood boiler. I would love to be able to go away for a weekend or what not and not worry about getting the boiler filled. I have personally thought about going to an Anthracite Coal Stoker boiler. My buddy has one and it is a good way to go I think, don't have to worry about the fluctuations in pellet prices and you get 30 million btus per ton out of it as opposed to 17 million with pellets. It costs about $240 per ton loose trucked up here to New England. 22 ton minimum though!