Wood heat - like all other forms of heat - has its pros and cons. In my case, the pros outweigh the cons. Lots of nice, dry heat is what I want and wood provides that well (not to mention I have a limitless supply of free wood
Insects can come in with the wood, but in all my experience dealing with bucking, splitting, hauling wood I've never found it to be much of a problem. Usually the wood coming into the house has been sitting around outdoors in below zero temperatures so the critters aren't active. A proper wood box indoors helps keep things clean and tidy. I built mine underneath the wood stove.
I had considered making a rocket stove out of a 100lb propane tank, but it was just adding too much extra work. I ended up buying one of these: http://www.graystove.com/
. I haven't picked it up yet, but it's all built and ready to go! I'm quite excited