Wood stove?

I really want a wood burning fireplace insert. We burn a lot of wood in our fire place and it'd be great if we could actually use it as a wood source. The problem is - they're expensive! The last time we looked they were around $4,000 installed. Then there's the fact that we just installed a new furnace last year! We had an energy audit a few weeks ago and they made some suggestions like more insulation. I know this should probably be done first. What's the point of producing more heat when it's just going to leak out the roof!