I don't think hybrid heaters use a lot of gas, gas rates are very high i agree but it will still cost lesser than electric heater.
Second and IMHO best option is inverter AC with heating mode. It warms the room very quickly and doesn't use much electricity as compared to other form of electric heaters. Other forms actually convert electricity to heat energy whereas inverter ACs work like heat pump, they absorb heat from outdoor and let it out in your room.
So in my case, we are planning to buy an AC so for that room, i will use AC in heating mode. For other room which already has an old AC, i will be buying a hybrid heater.