GasCurrently supplies around 15% of the global electricity demand. 3.9 - 4.4 Cents/kW-h Gas-fired plants and generally quicker and less expensive to build than coal or nuclear, but a relatively high percentage of the cost/KWh is derived from the cost of the fuel. Due to the current (and projected future) upwards trend in gas prices, there is uncertainty around the cost / KWh over the lifetime of plants. Gas burns more cleanly than coal, but the gas itself (largely methane) is a potent greenhouse gas. Some energy conversions to calculate your cost of natural gas per kwh. 100 cubic feet (CCF)~ 1 Therm = 100,000 btu ~ 29.3 kwh.
CoalCurrently supplies around 38% of the global electricity demand. 4.8 - 5.5 Cents/kW-h Increasingly difficult to build new coal plants in the developed world, due to environmental requirements governing the plants. Growing concern about coal fired plants in the developing world (China, for instance, imposes less environmental overhead, and has large supplies of high sulphur content coal). The supply of coal is plentiful, but the coal generation method is perceived to make a larger contribution to air pollution than the rest of the methods combined.
NuclearCurrently supplies around 24% of the global electricity demand. 11.1 - 14.5 Cents/kW-h Political difficulties in using nuclear in some nations. Risk of widespread (and potentially lethal) contamination upon containment failure. Fuel is plentiful, but problematic. Waste disposal remains a significant problem, and de-commissioning is costly (averaging approximately US $320MM per plant in the US).