Welcome to TFP! To start it off there are three choices.
Solar panels, needs sunny southern exposure
Heat pump, best for maintaining constant heat level
Gas/propane heater, best for occasional heating or quick temp bump
Solar has lowest operating cost, heat pump is generally next lowest then gas then propane. Propane is usually quite a bit more expensive than gas. The cost differential to heat with a heat pump vs gas really depends on how much and how often you heat.
There are pool heating calculators online, but I haven't used one recently.