If you plan to live where you need supplemental heat, you will need a heater. If your space is bigger than a closet, or colder than a refrigerator, the trick with the candles and the clay pots isn't going to cut it. Each option has its own benefits and drawbacks, but what are they? What's the up and down side to each fuel source?
Each type of heater represents its own challenges with respect to combustion intake air, and exhaust. If exhaust is not vented outside, it can build up in a space and cause injury or death. Two common harmful components of exhaust are carbon dioxide and carbon monoxide. Both of these can suffocate you, and carbon monoxide can actually poison you. If the combustion intake air comes from inside, then fresh air has to be permitted to enter in order for the heat source to function.
One of the most popular options for mobile heat is propane. A propane tank stores a lot of energy, and is cheap to refill. Propane burns fairly clean, but it still produces carbon monoxide, which has to be vented somewhere. Propane is heavier than air, so locations where propane tanks are stored have to be vented as well. Propane leaks are easily ignited by sparks or flames, so propane is never meant to be stored inside of a vehicle, although you can transport 80 pound or smaller tanks inside of one if necessary. You should never smoke around a propane tank or storage closet. Propane has an agent added to it that makes it smell like a fart, which helps you detect leaks; there are also electronic propane detectors.
Propane tanks have to be reinspected periodically by a certified inspector. A visual inspection is sufficient for five years, while a pressure test is good for ten. Some vehicle-mounted tanks have longer inspection periods.
There are various types of propane heaters, including those which use a flame, and those which use a catalyst. Catalyst heaters burn much cleaner, but still produce harmful combustion byproducts, especially as the catalyst ages. A propane heater puts moisture into the space where it is located. Intake air comes from a window or vent, while exhaust goes into your space and has to go out another window or vent. This makes them effectively the least efficient type of propane heater. However, they do not require any electricity to operate.
A propane furnace separates the combustion chamber and the air heating chamber. As a result, it doesn't put moisture into the heated air. Intake air comes from inside and hot air exits inside, while combustion air comes from outside and exhaust goes outside. This means that the harmful combustion gases stay outside. They require electricity to run the blower fan. Propane furnaces are packaged in a wide variety of forms, from upright wall heaters to small box type furnaces; they can be directly vented, or ducted. Ducted heaters can easily be installed beneath the floor, while direct vent furnaces must be inside. Upright furnaces often do not require a fan, and may be able to run an internal thermostat without any external power, but they are uncommon today. For box type furnaces, a fan is used to circulate air through the heating chamber, and they do require some electricity.
Fuel oil heaters run on oil fuels like diesel or kerosene. Like propane heaters, they can be either heaters or furnaces. These fuels do not burn as cleanly as propane, but they are not as difficult to contain as propane, and can be held in simple metal cans or plastic tanks. Diesel heaters are attractive for diesel vehicles because they can be installed to run from the vehicle fuel tank.
Kerosene mantle heaters
The most familiar type of fuel oil heater is the kerosene mantle heater. These use a wick or hand pump to deliver fuel to a mantle, where it burns. Like a propane heater, these place combustion byproducts into the room, which has to be vented. They are known for making a room smell like fuel. They require no electricity.
Monitor heaters are like furnaces in that they burn fuel in a double-walled pipe, and they draw combustion air from outside, and vent exhaust air outside as well. They also use fans to blow out heated air. The manufacturer (Hitachi) stopped making them (and parts!) not long ago, but similar heaters are now appearing on the market. Many monitor heaters can run on either kerosene or diesel fuel.
Diesel air heaters
Pioneered by German manufacturers Eberspacher, and more recently knocked off by the Chinese and the Russians as a response to astronomical prices on such heaters due to a [convicted] price-fixing cartel, diesel air heaters are essentially tiny monitor heaters designed for automotive use. There are heaters for air, coolant, or both. Coolant heaters are used to heat diesel engines in cold climates; air heaters are used to heat cab areas and passenger compartments. They consume a significant amount of power at startup because they are ignited with a glow plug, and also use a blower to pass air between the aluminum internal core and the outer case, which is usually plastic but is sometimes also aluminum. They are fed with fuel from a small pulse pump which makes a clicking sound during operation, and can run on diesel or kerosene.
Gasoline is a volatile petroleum distillate which is familiar to most as a road fuel. There are gasoline heaters based on diesel heater designs, but they tend to cost much more than diesel heaters. However, they may be desirable for gasoline-powered vehicles.
Wood is the oldest fuel source for heating, though today it can be purchased in the form of pellets, which are convenient and inexpensive. Combustion air enters the stove or heater from inside the room, necessitating the flow of outside air into the space. Combustion exhaust contains carbon monoxide, carbon dioxide, and soot, so it must be vented outside, usually through a chimney which passes through the roof, and which can present a source of leaks. As the exhaust cools, creosote is produced, and it collects on the inside of the chimney — which must be occasionally cleaned with a brush. Ashes collect inside of the stove, and have to be periodically removed with a shovel. Left over coals or nails in wood can cause fires, so the ashes need to be managed carefully.
Wood heat has been made illegal in many jurisdictions, in order to improve air quality. In others, even when they are permitted, it is now illegal for businesses to sell or install old-school heaters which were not designed to reduce emissions.
In its simplest form, a wood stove is a container in which you have a fire. The simplest familiar type is the chimnea, which is basically a tall clay pot with a hole in the front for adding wood, and a neck at the top through which smoke exits. A flue pipe can be attached to the neck, or it can be placed under a hole in the ceiling.
A modern wood stove is a metal box with a damper and an intake air control shutter. In order to reduce harmful emissions, the two are linked to one another, such that the damper cannot be closed more than the air intake. This is because "overdamping" makes the exhaust dirtier. A door in the front (or side) of the stove permits the adding of more wood, and the door cannot be opened unless the damper is also open.
Pellet stoves are special wood stoves designed to burn wood pellets. Most of them use an electric motor to feed pellets, but some gravity feed stoves are now available. They have most of the same drawbacks as other wood stoves, but they are more controllable as wood comes in little pellets instead of cut-up pieces of trees. It's also easier to find wood pellets than firewood, especially as you get into more populated areas. They can generally be purchased at hardware stores, warehouse stores like Costco, or box stores like Wal-Mart. Because they are often made from mill waste (sawdust), they are often inexpensive.
A variety of alcohol stoves exist, burning an assortment of kinds of alcohol fuel. I mention them last because they are possibly the least useful of the options, since their fuel is expensive. They come in all different sizes, from coffee table units to full sized fireplace inserts. They are similar to propane heaters in that you still have to vent combustion byproducts, and combustion air comes from inside.
If you use any of these types of heaters, it is advisable to have both a smoke detector and a CO (carbon monoxide) detector. Even a heater which is supposed to vent outside can fail over time, and release combustion gases into your house, usually due to come type of corrosion. Or, if they fail spectacularly enough, they can cause a fire. A smoke detector will tell you if they start a fire, and a CO detector will tell you if they are poisoning you. Smoke and CO detectors are generally separate devices, because smoke detectors should be mounted on or near the ceiling, while CO detectors should be mounted nearer to the floor.