I find this to be a hard question to answer as it really depends on what your expectations are, what your weather is like and what your utility rates are. Where I am, I have natural gas plumbed into the house and, on a unit energy basis, the NG costs about 1/3 of what the electricity does. Propane is typically much more costly than NG or electric.
But here's a way to look at it - a BTU is the amount of energy needed to raise 1 lb of water by 1 deg F (assuming no thermal losses to the environment). So a 35,000 gallon pool has approximately 290,500 lbs of water in it. So to raise the pool 1 deg F in one hour you need a heater capable of supplying 290,500 BTU/hr. However, you will have evaporative heat loss if the water is not covered by a solar blanket AND the circulation system is inefficient (water is mostly drawn from the surface of the pool and returned close to the surface). Therefore, I'd say you'd need double that BTU/hr calculation.
So once you know how many BTU/hr you think you'll need, then you can compare a heat pump's cost (based on your electric rate) with what your gas source costs. Or, you can simply assume you're going to buy the largest capacity heat source you can and then see what amount of heating you can expect from it.
To convert BTUs into an equivalent electrical energy form, the conversion is 1 BTU = 0.293071 W-hr. So 1,000 BTU = 0.293 kW-hours
