Once temperatures start to go below about 27 degrees heat pumps are no more efficient than resistance heat (your electric units).
Oh, yeah... Also, fireplaces suck more heat out of the house than they add. Install an insert or wood stove and it will heat well without sucking all of the warm air up the chimney.
Our home is heated and cooled by a closed-loop geothermal system. The system works great until the temp drops substantially below zero F. The home is earth sheltered with ICF construction so heat loss is less of an issue than most.