Most efficient heating system

We live in the Macedon ranges. So winters can be a bit chilly. Our current heating system is gas-ducted. The unit (a Brivis) is from 2005. It is working ok, but we are thinking of changing to something more efficient.
We were thinking of heat exchange units, air or geothermal. Are those available in Australia? Geothermal would mean digging a lot. That is good, because we are going to do a big landscaping project which will require a lot of digging. Or is gas still the way to go?

Christophe