Solar Water Heaters
Solar water heaters are the least expensive to use and most energy efficient and can last 10 to 20 years. There are two types of solar panels--glazed and unglazed, though the glazed can be used year round, while the unglazed cannot. However, the most important aspect of using these panels to heat the pool is the sun. These only work if the sun is out in force when your pool needs to be heated the most.
Gas heaters use gas or propane to heat water very quickly and are most efficient for pools that aren't used very often. Unlike other heaters they can keep a pool of water very warm in any type of climate--but come with an expense for doing that. Most gas heaters that are already installed can be replaced with a more energy-efficient model that isn't terribly expensive. Contact a pool specialist about this.
Heat Pump Heaters
These heaters run entirely on electricity and collect heat from outside, making them more efficient than gas heaters. These heaters are best for climates that don't drop below about 50 degrees Fahrenheit and maintain heat quite well if they are used regularly. While heat pump heaters are expensive initially, they'll be cheaper then gas heaters in the long run as they are less expensive to operate and rarely break down, lasting longer.