Cheapest thing to do first is to make sure you are insulated as well as you can be, both from heat and from cold. Check your roof for insulation, insulate your doors and windows and also, make sure you are using as little energy as possible. This includes things such as not overheating your rooms, only boiling the water you need, turning off lights when you leave a room. Once you have done all those, then you need to consider what is the best form of alternative energy for your situation. Are you in a hot / cold country? Are there any grants available? Do you have access to wind / water / solar? Are there any rules or regulations? Would you want a heat pump to take energy from the ground (not just geothermal)? Could you store any energy, eg in an underground facility? How much money do you have available to spend, considering that the payback time can be quite long.