As stated, hot water heating is more efficient than forced air.
If you wanted to convert or add central iar you would need to add the ductwork. 900sq ft is small and sounds like a single story home so could be done reasonably as long as you have a basement. I would have said inexpensively but sheet metal and ductwork stopped being cheap years ago.
Check with your local housing authority and see what you can do on your own. Best case is that you will need a licensed contrator to do the gas and/or electrical but that you can preinstall everything else. The work is time consuming, sometimes frustratinf, but not hard.
Lastly the one drawback with gas that frustrates me is the minimum charge from the gas company. Here we get billed a minimum of 3 therms of gas so in the summerish weather I get a bill (~$60) for $10 worth of gas I've used. if i turn it off for the summer, theres a $80 reconnect fee in the winter
98 SSEi 111,222 miles.
Intense PCM, LS6 Valve springs, PEMS, FWI. Hawk Street Pads.