Colonial Village Neighborhood Improvement Association, Inc.

I live in Colonial Village.  I'm pretty sure there is no gas line in the section of the neighborhood where I live.   We have oil heat and the cost of oil right now is making me quite nervous about heating our home next winter.  Is anyone else sharing these concerns?  What options should be considering? Are there any viable alternatives to oil heat?  I've been looking at heat pumps, but they seem to only be efficient to about 40 degrees.  In addition, as we know the cost of electricity here in Maryland is not exactly cheap, though its cheaper than oil right now.  If anyone has any thoughts or recommendations of who I could call to get some ideas and opinions, it would be appreciated.  Thanks.