Brewing indoors, electric poses less safety issues. However, I brew indoors with direct fire burners and natural gas, have a vent fan installed through a wall, and use a curtain with nomex panels so I don't suffocate.
Brewing outdoors, gas with propane tanks is probably easiest to get started.
If your source of gas is the gas you heat your house with, the operating cost of gas is probably cheaper than electric depending on your local utility costs. If your source of gas is BBQ propane tanks, electric is probably considerably cheaper to operate.