I have had a wood burning stove with a double skinned stainless steel flue for about 15 years. I use it as a supplement to my central heating when the weather is cold, so my gas bill stays quite small.
My stove is dual fuel, quite small about 400m (w) x 350mm (d) and 550mm (h) but it easily heats my lounge-dining room which is about 26' by 13'.
Its cost me about £300 and about £400 for the flue including fitting, but this was 15 years ago and was by a good friend, who did everything at discounted prices. So I didn't have to get planning permission, I kept the top of the flue below the ridge of the roof, which is not ideal as north-east winds cause problems with a cold stove and flue not drawing properly, even though I have fitted a rotating aspirator.
The chimney should be swept every year although you can do this yourself if you invest in a flue brush and rods.
Last winter as the winter was so cold it was used it almost every day and I used more wood than I've ever used before.
I've always managed to get wood off friends and neighbours, so in this time I've never had to buy any wood.

I have extended my garden shed to make an open ended wood store, with a kindling wood cupboard. It is best to season any green wood for at least a year before burning,. Hardwood (oak, elm etc) burns for a lot longer and gives off much more heat then softwood (pine).
If you live in a smokeless zone, you should only burn smokeless coal or wood from approved suppliers, You can find this information at:
http://smokecontrol.defra.gov.uk/I have my own chain saw, large axe, chopping block, wedges and home made saw horse, for preparing the wood. When chopping wood look for natural splits and chop along these as they are the weakest points in the wood. If you prepare and burn you own timber, it warms you twice the first time when you cut it and the second time when you burn it.

Invest in a toasting fork and collect sweet chestnuts as you can't beat cooking those over a wood fire.

Having a real fire like this is absolutely brilliant, but it does take time to prepare the wood, make the fire and keep topped it up with wood and emptying the ash and cleaning the glass every morning. The floor will need cleaning in front of the fire every day from dirt and dust dropped by the wood as load it into the fire. If you have a fitted carpet, put a rug in front of the stove as Murphy's law says at some point when you are topping up the fire some hot ash will drop out and burn it.

I have tiles in front of mine so it is not a problem.