Masonry heaters very efficient heating devices because they burn wood rapidly, without smoldering. The heat is stored in the masonry thermal mass, and then slowly radiates into your house for the next 18 to 24 hours. The house is never overheated, and air pollution is reduced dramatically.
The other benefit of masonry heaters is that they produce radiant heat rather than conventional convection or forced air heat. With radiant heat, the air temperature is less important, the heat is felt in a similar way to the radiant heat of the sun. Because of this, the air inside the house is not dried out and it is not recirculated through a furnance.
Masonry stoves have been used to heat homes for centuries in Scandinavia, and are becoming rediscovered in other parts of the world. The Finnish government encourages the use of masonry heaters through tax incentives, to reduce the use of natural gas, oil and electricity. The result is that 90% of the new homes built each year in Finland are heated with a masonry stoves.
Masonry heaters can be fed with wood in the morning, and left to burn without maintenance. The heat channels through a complex baffling system inside the stove, and is evenly released throughout the day. It is even safe to leave the house unattended while the stove is burning.
The stove pictured here is from the Tulikivi Group.
More information on masonry heaters is available from Heat-Kit.Com. There is also a Masonry Heater Association Home Page.
Here is a book about Masonry Stoves by David Lyle:
Natural Home Heating by by Greg Pahl has an extensive chapter on Masonry Stoves. It is an excellent introduction to sustainable home heating choices.
You don’t mention geothermal heating in your list. I would think that after the initial investment, it would rank right up there with active solar heating.