It's all in the attitude. Look at it this way; In summer, you have heat; in winter you have AC :)
We investigated alternative sources of heat for our home in CT, which is all electric, and ended up with a propane log in our fireplace. I'm not certain that I would go with such an animal as a pimary heat source. There was an interesting appliance that we looked at that resembles an old wood burning stove, yet runs on gas or propane. It has a catylitic converter in it, no odor, and it's 100% efficient. It's simple to install (best to have a pro do it, though) and uses no chimney. Darned if I can remember the name of it but it's price was around $1300. There are also a number of zero clearance gas or propane furnaces that are easy to install and mount right on the outside wall of your home. Look up "heating" in your yellow pages, there will be someone in there selling these types of appliances.