In times past, most people heated their houses using fireplaces, stoves and coal furnaces. Some people still do. It makes no difference which of these forms of heating one uses, there are always ashes or clinkers to get out of the house and hauled away without leaving a mess behind.
Whatever you end up choosing for your heater, try to cut waste: Proper insulation, caulking, and duct sealing can work wonders. Turn the thermostat down to 55 or 60 degrees when you're away or sleeping,