Killian,
The "best" form of heat all depends on what you are looking for. Cheapest 1st cost? cheapest operating cost? Best air quality? Best comfort? Best environmental stewardship?
Since you mention that you are a 1st time home buyer, I'm going to guess that you aren't looking for a system that is too expensive. Geothermal heat pumps hooked up to hydronic (radiant) floor systems are AWESOME, but not in the price range for most people.
Electric resistance is the cheapest 1st cost, but you generally pay for it month-by-month. Some will babble that it is 100% efficient, which it is but its much more expensive per btu than natural gas in most places run through a fairly efficient furnace.
To give you an idea, let's assume your electricity is $0.10/kWh and your gas is $1.00/therm. Let's also assume a 90% efficient furnace.
Electric: $0.10/kwh x 1 kwh/3412 Btu x 100,000btu/therm= $2.93/therm of heat in the house
Gas: $1.00/therm x .90 = $0.90/therm of heat in the house
Forced air furnaces are generally 80 to 97% efficient with natural gas or propane and 80 to 85% with fuel oil. Boilers are more in the 81% range during the harsh winter season but can get better if they have outdoor air temperature reset.
Heat pumps are basically air conditioners that can run backwards. They pull the heat from outside and shove it into your house. They are about 3 to 5 times more efficient than electric resistance so that brings them on par with natural gas furnaces.
Where you live, heat pumps may be possible. That's not the case in WI. We are just too cold most of the year. When the temperature drops below about 20F, it is too cold for the heatpump to work efficiently.
My best advice is before you make an offer, call some local HVAC firms and describe what is in the house, ask what they would recommend and ask for a price range (not a quote, rather a suggestion) of what it would cost to upgrade. Use that in you negotiations. You could also hire a home inspector, which you will want to do anyway, and ask them the same questions.
Final comment, that ebay link you showed was for a liquid propane vent free unit. Be careful with installing vent-free. They are not legal in all municipalities because they are putting all the combustion products into the space. At the very least, make sure you have a CO meter running in the space.