I live in Florida, but I would say definitely go for the heater, especially if you're building a new pool. You're going to want to get the most use out of it as possible. An electric heat pump is going to be the most efficient, but the slowest to heat the pool. A natural gas heater can add a few degrees an hour and therefore requires much less planning. The difference between a heat pump and gas heater is whether or not you want to use the pool in 12 hours or in 4 hours.