MTH3,
Some heat pumps will not operate when the ambient air temps fall below 50 - 55 degrees because it starts to freeze up. Colder climate (and very warm climate) regions can opt for the Heat N Cool feature that will allow the system to run at even lower temps, but, the trade off is much reduced BTU output.
Gas is really the only way to ensure that you can heat the water, when it gets too cold out for the efficiency of the Heat Pump, or desire to increase the temps quickly.
To answer your question, the idea of using the gas to help/suppliment the heat pump is done all the time. However, as Jason said, your operating cost will increase due to the gas heater.
I cannot emphasize enough, how important the use of a solar cover is in retaining the heat you've put in. Without a blanket, you're losing 50% or more of the heat overnight, that you've put in during the day. A blanket retains an additional 30%, so you lose approximately 20% of the heat.
Geothermal heat pumps is another option, but it looks like you already have a heat pump on your system. If you've got an additional $10K to part with, I'm sure I can get one of my local dealers to install one for you.
