Depending on your lengths, budget, and your region's weather, might be worth giving second thought to just renting a little trencher and running a spare conduit or two (and maybe a water line too) then you're not locked in with one technology, and if that direct burial fails you can pull a new one in no time.

I enjoy getting dirty though, so I had fun hand trenching out to my shed -- didn't run water and I'm kicking myself