Our gas fire broke last winter and we've just got round to thinking about getting it replaced. Gas is more efficient than electricity for heating, as the combustion is done at the point of use. Power stations on the other hand use heat to turn water into stream, drive turbines which drive generators, which send electricity down miles of cable just for you to turn it back into heat again. The generators are typically 40-60% efficient, and a further 6-8% or more is lost in the power cables and substations. (see here for more info)
Clearly then, the sensible choice is for us to replace our gas fire with an electric one and just not use it. We've been quoted £1600 + £400 installation for a gas fire, and £200 all up for an electric one. This includes a fireplace and mantle (£700 for the gas one). This isn't just about choosing the one that is most efficient, or makes most financial sense - this is about not actually owning sufficient money to buy the environmentally more friendly option.