If natural gas is available it's the way to go. Electric tankless heaters require alot of amp draw and your house won't be set up for it. Rannai is probably your best option. You'll have to get up with Okaloosa gas and a plumber that knows how to install it and possibly an electrcian. I think A&G can install. I would avoid the Home Depot/Lowes route altogether.
ours in Tennessee. Wish I had one down here as when all my gulls get together someone's gonna get a little chilly at the end. ;-)