If you buy a modern wood burner and use it as recommended there should be very few dangerous particles escaping into the atmosphere.
Before doing so however, do remember to find out what the local regulations are for the use of solid fuel stoves and contact the local chimney sweep to have your chimney checked. There is no point in ´buying a stove and then being told that extensive and expensive repairs to the chimney will have to be carried out in order for you to use the stove.
With the present rise in fuel prices, wood for stoves has gone up too, but it is probably still one of the cheaper ways of keeping warm.
If you have a garden, twigs, fir cones etc. can be used for kindling and any branches you prune off trees can be left to dry for a full year and then sawn or chopped into logs.
All wood for firing must be completely dry before use, otherwise you risk a build-up of soot that is dangerous.
You must also never burn varnish, painted or wood that has been impregnated against rot, as these will release dangerous particles into the air.