Solar heating is the most inexpensive but has its limitations. The most you can get is about 35 degrees Celsius no matter how big the system is. This is because that's the maximum temperature that the water can get to in the absorber on the roof. It is also dependant on roof location and direction. An angled North facing roof is best.
Even if you are not ready for solar heating now it doesn't hurt to add the suction and return lines while building the pool. That way you can hook up an "independent of the filtration" system at any time. These days you can even but D.I.Y. solar kits that only require some plumbing and common sense. The best absorbers use "oval aspect" tubing for maximum heat absorption and one piece manifolds for minimum leakage.
Electric Heat Pumps
A heat pump uses nature's free heat from the air to heat your pool water. It allies the same principle used in refrigerators and air conditioners with technology adapted to pools and spas. A heat pump can even pull residual heat from cool air. Electricity is only needed to transfer the heat, not to create it! It is significantly less expensive than gas or electric heating. This makes a heat pump the most economical, safe and trouble-free way to heat your pool or spa.
The initial outlay is higher with these units but they are by far the most efficient way to heat your pool. The running costs can be up to 10 times less than a gas heater which means that it will eventually pay for itself. Combined with a solar blanket you could swim all year around, these units are that good.
TIP: Only buy heat pumps that use a Titanium heat exchanger and not Cupro nickel. They usually have a much longer warranty and are less prone to failure.
Mainly used in larger spas these days. If the gas supply is handy then it's ok, but heat pumps are fast out selling the gas systems for efficiency reasons.