It really depends on how you're going to be using your pool. On average, although the initial cost of the heat pump is about 2x, the cost savings is about 50 - 70% less than running gas. Which means you're actually able to afford to heat your pool and spa.
The cost difference may take a few seasons, but after that, it's all savings. The other considerations are warranty, and typical replacement parts that typically take place with gas heaters (with Cupric-Nickle heat exchanger failures), whereas most heat pumps will offer a titanium heat exchanger (virtually impervious to chemical attack and most manufacturers offer lifetime warrantees on the titanium).