I have both a natural gas burner with baseboard heat and 6 Mitsubishi Mr. Slim units. Which would be less expensive to use for heating my house?
You'd need to do some math. Namely the cost of the energy source * the amount of energy needed for each method. The amount of energy needed will depend on the efficiency of each heating method. 

It's not an easy calculation by any means, but it's definitely not answerable without those details.

In general, Heat Pumps tend to be one of the more efficient option these days.