Been looking myself, so no practical insight here.
Wood is cheapest, but if you can't raise the stack enough so you don't smoke your neighbor out, maybe look into a pellet burner? They aren't going to be cost effective if you don't have a local supplier for the pellets though.
I'm liking the geo-thermal idea too. Especially if I get into solar power at some point.
Good thread, I'll be watching to see what folks have to say about these. Seems like a see a few more of them every time I go up to Mich.
"Success is not final, failure is not fatal: it is the courage to continue that counts." Winston Churchill