Depending on how much money you want to spend on installation, and how long you want to live in your house, a ground-source or water-source geothermal heat pump can be extremely efficient for your area. See
http://www.econar.com for a lot of information.
Don't confuse these with air-source heat pumps, which are only effective in climates where it doesn't go below freezing.
We're in the high desert, where temperatures can get below zero in the winter and above 90F in the summer. For year-round comfort and low-cost, efficient operation, our ground-source heat pump is hard to beat.