If you're sticking with a furnace rather than a heat pump, the next question is gas or electric. The deciding factors are usually fuel cost and whether gas is even available.
Operating cost
Where natural gas is available and cheap, a gas furnace is usually cheaper to run than electric resistance heat, which is why gas dominates in cold climates. Electric furnaces cost less to install and have no combustion or venting, but electricity is often a pricier way to make heat.
Install and safety
Electric furnaces are simpler and cheaper to install — no gas line, no venting, no combustion byproducts or carbon monoxide risk. Gas furnaces need a gas supply, proper venting, and annual safety checks of the heat exchanger.
Which to choose
Choose gas where natural gas is available and you want lower running costs in a cold climate. Choose electric where there's no gas line, for lower install cost and simplicity — but in that case, also seriously consider a heat pump, which heats far more efficiently than electric resistance.