My opinion is a self-cleaning electric convection oven is the way to go. For one thing, the technology has been proven over a period of decades. Second, the temperature control is better in electric ovens.
Gas could be a better choice for you if you stick with the high end brands. Some of the best are self-cleaning. I'm talking pyrolytic cleaning here, not continuous self cleaning. Their thermostats are getting better and better at maintaining an even heat. The biggest advantage, depending on where you live, is that natural gas can be cheaper than electricity. If you bake a lot, it might make economic sense to go with gas.
The downside to gas ovens? The best gas ovens with self-cleaning and convection features will be EXPENSIVE. You'll pay a lot more for gas with these features over what it would cost if you went with electric.
There are also reports that the self-cleaning feature in gas ovens can be problematic. Some say the gas ovens don't handle the high temperatures of the self-cleaning cycle as well as the more mature technology of electric ovens.
Me? I like electric ovens. Much easier to clean up a major spill. Much less heat vented into the kitchen. Better temperature control so cakes and pastries come out better when using electricity to bake in an oven designed for home use.
