I have had experience of both, purely as a layman/owner, you understand.
I don't know whether you are on an urbanisation or not, but I did fall foul of rules once when they wouldn't allow oil tanks on the urbanisation and had to remove it. Worth a check.
I know of people who have oil and constantly moan about the price rises. A bit like people do with gas I suppose. In addition it is said to be messy. There is also a question of supply. Also siting of tank etc. Regulations seem to vary in different regions but I would have had to have the tank housed in a brick 'Casita'. That would have been if I was allowed to keep it. Also yearly checks for leakage.
I had gas installed once and there were, as with oil, numerous regulations. The main one apart from the 'Corgi' type installation was that the 'Casita' had to be outside the house. It had to have a steel door and ventilation. Quite an easy task for a builder or handyman. I had large bottles linked to a regulator. Was easy to use, clean and supply was not a problem. I don't know if there is a possibility of a bulk supply to a large tank in you area.
There doesn't seem to be much difference between the efficiency of the two. I just considered how often I used it, easyness of operation etc. I used gas for cooking also live in Spain during the winter.
It is personal choice really, coupled with cost, availability and efficiency. Worth getting a few different quotes for both
I hope that helps