I have lived in a fan coil heating condo. And hate it because there's always this draft of air going around that you can't control (unless you turn it off and freeze your balls off).
Furnace (gas heating) is my top preference. You can control the air (by closing the window/door). Cost almost nothing. If the place come with gas stove top too
Baseboard is just $$$$$$ to not freeze your ass off. Guys who rent know there are cheaper place that offer free baseboard heating that always turn the shit down to minimum in the winter so your unit is cold as fuck and you'd have to buy extra portable electric heater which is $$$$ and takes up spaces.