There are three types of combustible fuel that a commercial will use, in general.
These are:
Natural gas
Propane
Oil
Natural gas is the most cost-effective option but if your building is in a more remote area, supply may be problematic.
Oil is attractive when the oil price is low but propane may be a better option if and when the oil price starts to rise again.
You may want to use a primary fuel source (like natural gas) and keep a backup source (like oil or propane) because heating failures in commercial properties are more serious than in residential properties.
High-efficiency boilers these days can generally be easily converted from natural gas to propane and you also have the option of a dual fuel burner that can use gas or oil.