If you have access to a wood lot then heating with firewood is the cheapest source of heat going. In the past I have cut wood with a chainsaw and split it with a hydraulic splitter. Not the cheapest way to go but the easiest. Still cheaper than fossil fuels but I have begun exploring using an ax to cut, buck and split my wood. Its not easy or fast but instead of investing $1000 on a chainsaw and $2500 on a splitter and fuel and lube all you need is a $10 antique ax head , a $15 store bought handle , $15 axe file and a $10 sharpening stone. $50 and you have a lifetime of firewood and good physical exercise. My favourite youtuber Skillcult has great vids on cutting wood with just an axe and a cordwood chalenge that I am doing.
Put a sweater on, woolen socks and a tuque! And why not curl up under blanket while on couch? What ever your heat source, do you need so damn much of it? I keep my house in low 40's F in winter. A block of firewood not burnt is a block of firewood less you have to cut for next year.
When shopping for a new wood stove look for dealers that sell refurbished stoves. I bought a nearly brand new refurb stove for $700 last year that would have cost over $2800 new.
Other frugal tips is burn your old soup bones in the fire for extra minerals in your garden (you are applying your wood ash to the garden right???). Of course seed saving.
Check local butchers for pigs feet. You can get them for free or nearly free. I make awesome pigs feet and bean soup for pennies a meal.
'rent' videos for free from your library.