>Of course, even more efficient would be to use the natural gas to make electric power that runs a heat pump. That could be 200% efficient end-to-end.

Or, as the gas is already being pumped to your home, use the natural gas directly to power the expansion engine of the heat pump. Noisy, though.

Or use the gas for cooling in the same manner that a propane-powered refrigerator does. Although I have no idea how efficient that would be.