Built a house a couple of years ago. We buried 2 - 1,000 gallon propane tanks (which we own) and paid for partial depth spray foam insulation then fiberglass on top of that. We heat using hydronic radiant heat for whole house - much lower temperatures coming off the boiler which makes it more efficient.
I can't complain, over the last year we used a little more than 800 gallons of propane and just got a fill up for $2.13 a gallon last week.
My wife did not want to do the spray foam for $4k - she is very happy with it now.
If you are building a house, it is well worth spending the cash for efficiency upgrades. Many of the upgrades can't be done after the fact.