I prefer to burn corn in my digestive system (or in that of some domesticated animal), but if/when I buy a house, I can install and use a wood stove.
As long as the Smoke Nazis allow it, you could do a lot worse. Except for about 3 years, we haven't been without a woodstove since 1984, in 5 different houses. Burning one upstairs, and another downstairs right now.
A 25W desk fan circulates the air, but convection works almost as well. No pellets to buy...we cut our own wood on the property, to get rid of dead or dying trees, and any blow-downs...and no need for electricity for the stove to work. We COULD buy coal, as the upstairs stove does have both wood & coal fire grates in it, but no need.
10F outside, and only got up to 22F today, but the only time the (1,500W) electric heater kicked in was while we were cleaning ashes, and going in & out to bring in wood to refill the wood boxes, then restarting the fires.