For a small building in a moderately temperate climate, I would consider building a rocket mass heater. http://www.rocketstoves.com/
, although getting permission from your code official might be tough depending on the local enforcement climate. Rocket stoves burn very cleanly on the same principle as masonry stoves (for example http://mainewoodheat.com/
), but don't burn a large load of wood at once.
We love our pellet stove, which we got because we currently live in town and retrofitting our house for a woodstove would have been prohibitively expensive. We buy locally-produced pellets and feel like we have a much smaller footprint that we would if we were buying oil like 75% of Mainers. BUT I don't like being dependent on electricity, and we will put a cordwood burning stove in the house we build in the next couple years. We will probably go with a Finnish stove, but it will be in a 10,000+ heating degree day climate in the UP of Michigan.
I would probably not use a metal stove to burn cordwood unless I had a lot of thermal mass around the stove. To burn cleanly, you have to burn hot, which heats up the house quickly, but without thermal mass, most of the heat is soon lost when the fire goes out. My in-laws have built a giant brick hearth around their metal stove that really helps mitigate those swings, but you can avoid the issue altogether by just using a stove that has built-in mass.