Heatpump is the only way to go in my mind. I have had one for my 20x40 IG in Northern NJ for 8 years and it works great. Much more cost effective than nat gas. Check with any company that makes them and they will be glad to share the economics with you -- some even have this on the websites.

One thing you must understand is that while a heatpump is more efficient it will not raise the temperature as fast as a gas heater. A gas heater might be sized at 400,000 BTU/hr while a typical heatpump is around 100,000 BTU/hr -- thus is will take about 3-4 times longer to raise the temperature. But, once you are at temperature it will maintain it just fine.

A heat pump uses electricity to run a compressor to extract heat from the air. Typically for each unit of energy you put in you get 3 or 4 units of energy out. It is about the same as a home central air conditioning unit. With a central air unit you are extracting heat from the house and dumping it into the air outside. With a pool heatpump you are extracting the heat from the outside air and dumping it into the pool water.