Furnace types depend heavily on where you live. Here in the south, you NEVER see a hot water or steam system simply because it doesn't get very cold in the winter. Up north, there's a wide array of different furnace types, and due to the addition of the basement up north, they have a bit more flexibility in what kind of system they can use. Here in Texas, steam is TOTALLY out of the question since a basement is scarce as hens' teeth. Hot water systems are also not very practical. So forced air is pretty much standard down here. Gas is pretty common, but electric is far more the "norm" with heat pumps being phased in as pretty much the de-facto standard.
The old argument used to be that gas was more economical to operate since it was cheaper, but with the recent hikes in gas prices, it's actually cheaper to go electric. I know some friends around here who were shaking and shivering this past winter trying to conserve gas, and their gas bill alone was close to what I paid for my electric bill!