I mainly heat with a pellet stove, on a battery back up, for when the power goes out. If I had to, I could go back to the old wood stove, but the pellets work really for me.
We use wood. We just put our stove in last year, and I was really thinking about pellets or corn stove, but wood is free - so it won!
Its a little more work, and a little more messy but it works for us. We also use electric heat, our house is pretty big, the stove doesn't heat it all.
I have geothermal heat and air. If I had to I could heat part of the house with the fireplace insert in the livingroom using wood. I have about 5 acres of woods and there is always weed trees that come down so I have ready access to fuel for the fireplace.
Electric Radiant heat that is in the ceilings, Zoned so we can turn off any rooms we wish. I love this type of heat. Years ago I had a water bed, and never had to put a heater in it. Radiant warms objects, not the air. When you go to bed the sheets are warm. When you get out of bed in the winter, the floors are warm. I know your prolly thinking the electric bills would be outrageous, and they are high, BUT, keep in mind I also run my shop(welder, big air compressor and lift) every day. We have not one, not two, but THREE freezers plus a fridge/freezer that run 24/7, not to mention the hot water heater, the dehumidifier for the basement or the mercury vapor light on the garage that runs every night, dusk to dawn. For all that, our budget is about $250 a month.