I took my own advice and built a masonry heater for my house. It's complete with a stone mural and pizza oven. Those beefy trim stones had a previous life on the mean streets of Duluth. The large "pebbles" got their rounded shape from constant churning on the Lake Superior shoreline.
More than a typical fireplace, a masonry heater is built with special masonry blocks that absorb heat from a quick, hot (and therefore efficient) burn. Two burns per day will keep the heat radiating from the masonry "mass" all day and night. Less heat goes up the flue and you get a lot more mileage out of your wood fuel!