I believe I can give you a good opinion here. My wife and I have rented a number of apartments and houses in the time before we came here. We have had gas heat, oil heat, hot water baseboard, and even jump up and down real fast heat sometimes.
Put aside the homeowners debate on the benefits of oil vs. gas, you are thinking in the context of tenants. Oil heat is a huge pain in the tail. We have decided that we will NEVER buy a home with oil heat EVER. Oil prices fluctuate so wildly (at least here in the northeast (NJ)) that it was very hard to budget for. And, since we were tenants and landlords usually don't give a rat's ass, we did not have a "contract" signed in the summer for lower prices. The whole process of having to call for a 150 gallon delivery was just a big pain.
Gas is simple, hassle free, and there for your tenant without them having to work for it. Also, no chance of a less than responsible tenant not ordering oil and your pipes freezing one beautiful January morning...
Just my opinion, hope it helps!