What are pros and cons of heating with propane gas?

Depending where you live it may be cheaper. Depending on the type of furnace you have, if the power goes out you still have some heat & light. Both (gas & electricty) have risks of fire. Gas fire places vs wood burning fireplaces, saves trees, don't have the labor or cost of obtaing fuel, don't have to clean the ashes in the fireplace daily, less pollution.