A ground source heat pump may work well in that situation since it will run just as well at -25 outside temperature as at +25 -- with a COP of 4, it will use 25% of the electricity that you would have used with resistance heating, and at that point, it's probably better to burn the natural gas in a power plant than to burn it in your furnace.

Though it's expensive to install in an existing house, and needs a lot of land (or a well).