Oil is dirtier than gas and incurs transport costs. Coal is the worst primary fuel for global warming and acid rain and open coal fires are appallingly inefficient. Electricity is expensive and is often uncleanly generated. Even in a cool climate it can provide 40-60 per cent of hot water required for an average house. Insulating hot water pipes also helps.
Gas appliances are almost always more efficient, cleaner and cheaper to run than electrical ones.
Microwave ovens use little energy compared to a cooker - but any energy saving is totally lost if you buy frozen convenience food to put in it. Pressure cookers are good and jug kettles better than others. A good toaster is more efficient than a grill. If buying a new refrigerator or freezer, check that it has good insulation, is CFC-free, and isn't bigger than you need. Site away from heat sources.