If you are open to considering everything I'd *strongly* consider using solar to heat your pool.

We had gas and spent $1K one month to heat the pool (okay, not a real good example because it *was* January, but here in Florida the days were in the low 80's and at night it was in the 50's and I foolishly thought I could just heat the pool enough to swim for very little money). In any case, putting in solar has now enabled us to heat the pool for "free" (other than the initial cost there are no other costs as your pool pump provides the power and will be running anyway) and extend the pool season dramatically (solar can usually double your swimming season no matter where you live -- obviously more northerly climes will get less but the season is less to begin with, so you can still double it).

Not having solar put in when we first built the pool was the only mistake I made (doesn't matter too much as you can always add it, but I regret the time I didn't have it :>) If you are going to the trouble and expense for a pool (worth it IMHO no matter what <g>) you should get the most enjoyment you can out of it!