In what may yet turn out to be a rash decision, we've gone ahead and had a wood stove installed. It wasn't cheap, which is why I say it may have been a rash decision. But I think it was worth it. Our house has never been this toasty before. If we ever get around to insulating the walls, this place will be very energy efficient. Our old gas furnace was noisy, smelly, and it burned gas from the gas company. Now our gas bills will be much lower and our heating will at least be carbon neutral.
A great resource for wood burners, woodheat.org. Burning wood is better only if we do it right, that is, have hot fires that don't produce smoke. Its more efficient, less polluting, and safer because no smoke means no creosote in your chimney, which means less likely chimney fires.