We have gas heat but have done without gas for two years. We use oil-filled radiator-style heaters upstairs, one in our (wife and I) room and one in my son's room. These are highly recommended since they don't make noise and I think the oil doesn't use much electricity to stay warm once it gets to operating temperature.
It hasn't really been that bad but it does get kind of old in late March and early April when I get tired of being cold. Our gas supplier, Vectran, is a total rip-off so we're like screw 'em.