Depends. I seem to recall that Quebecers use electricity for heat quite a lot, because of the huge hydroelectric resources they have. This was the preferred/subsidized choice for a long time.

In the Maritimes (East Coast), I think heating oil is the preferred choice.

In Alberta, it's natural gas all the way. We have a large domestic supply, and it's easy to dig pipelines in that good glacial clay.

On Vancouver Island, the only way to dig pipelines is with dynamite. I think that propane, often supplemented with a wood stove, is pretty common.

Aren't you glad you asked?