Burn wood.
My house is remote enough that the cost of trucking wood out to it would be barbaric. There are no trees anywhere nearby.
I looked into the option of a wood pellet stove to supplement the propane heat, but the damn stove and hook up was about as expensive as the furnace for the house.
What I would like to do when I have the money is install a geothermal heat pump. That way I would be able to both heat and cool the house economically on electricity.