I'll ask hubby about it when he gets home from work. He bought and installed our two wood stoves and the stovepipe for both. He knows the details of that - I know which cloth diapers I buy.
Homeowner's insurance - it depends. When we moved into this place it already had a horrible fireplace insert, which we almost promptly replaced with a wood stove. I don't think our insurance went up (much, if at all) though. Hubby did all the installations to code - which definitely makes a difference.
Plus, once we started heating with the wood stoves, it was actually nice that we had a few drafts in the house to help keep the heat down.
We had been planning on getting storm windows and this and that, but once we switched to wood, more often than not we're opening up doors or windows to get it down from 89* (when one of us forgets to turn a stove down, or they're both going on low/medium burn and it's only 28* outside, whatever). Works well when the kids are playing outside in the snow and keep leaving the patio door open.
One caveat to wood heat though is acquiring the wood. To hubby, chainsaws are the equivalent of toys. He loves 'em. It's so cute seeing him get all excited about finding a deal on craigslist or something. Not to mention he actually likes going out and cutting down dead trees - he and some friends go out several times in August/September to get firewood for all of them. They have a good time together, get some exercise, and get enough wood for 'em all for the winter. But, my state's also really nice in that regard - hubby just goes and gets a permit from the Forest Service that costs $5/cord. They go onto FS land and just pull out the dead wood - heats our house and does the FS a favor to boot.
Growing up in a cold (furnace heated) house, my dad had a wood stove - just in case. In case of what, I don't know, but he only lit a fire in that fabulous Blaze King twice. He's just too lazy and prefers avoiding hard work (like dealing with firewood) that it just wasn't an option for my parents. You can't be afraid to get a little dirty.
Around here, pellets are kinda pricey. Especially when there's a run on 'em - seems to happen every year. Sure, they're technically not as messy because you've got a hopper or whatever, but again, it's a trade off. Our neighbors have a pellet stove because they prefer the less-work approach. Wood, you have to chop and continually load the stove. Pellets, they stack in a shed behind the garage and refill the hopper as need be.
And with the wood stove? You can totally roast marshmallows indoors.