If you don't have a doc you'll need a forktruck
You can run the math for all of these. In the midwest NG is less than anything else.
I believe they mean literally directly fired -- as in an open flame beneath the pot. Less efficient than any other method of heating, and yes, I think it would be difficult to gain approval from your local permitting folks.
If you can afford steam, go with steam. There are folks here that will sing the virtues of the water bath. Just pull our your high-school physics book and calculate how long it will take to heat up. Time is your enemy in the distilling world.