Need alternative heat recommendation

I have a cinder block home, block up to the roof, my attic floor and basement ceiling is insulated, outside walls are not insulated. My current heat source is gas heat. The heat constantly run, on and off, on and off.....I keep my thermostat at 62-66 during winter.

I am looking for an alternative heat source that I would like to place in my basement which will heat the entire home (cape cod style - 1200 sq ft of living space). I would to try and not have an ugly stainless flue on the outside of my home, thinking about direct vent or power vent.

So I am asking the experts, what do you recommend, coal, pellets, wood? Of course I am looking for the most economical source.

Thank you

Hi
The cinderblock walls are not insulated and the outside is not sided, just stucco. I was hoping for a cheaper solution than insulating. I believe i have access to some of the block holes in the attic. Any idea on how this is done, can I purchase the insulation at Home Depot or Lowes, I believe I did see some kind of a machine there.