First, one of your questions is easy. Any time you heat water in containers you must have expansion tanks and pressure relief valves for safety. Not expensive. Now, on to the bigger, and harder questions:
Basically just think of the two major factors in heating. 1. the source of the energy and 2. the delivery system. Under floor heating, rmh, masonry heaters, massive walls, are all mass heaters where we deliver heat energy to a thermal mass that then radiates it back to us over time. Every piece of the system we choose will have positives and negatives so the choice we make depends on a bunch of factors about the site, the building, our age and physical ability, personality etc. We try to put all the pieces of the puzzle together to create the best system for us. This is before we even approach the questions of environmental issues.
The delivery system I like best is in floor. It is efficient, quiet, clean. Sometimes you forget you have a heating system. As I said, the bad part is cost. Another negative, for some people is the floor itself. In floor heat works best in a concrete or gypcrete floor. There are systems of transfer plates that can be attached under wood floors but they are not as efficient. A stained, concrete floor, cut to look like huge tiles is a popular floor these days and in floor heat works great in that. You ask if there is a way to reduce the cost. I think a hydronic system would work in an insulated adobe floor, but I have never done that. In a very small home you might be able to heat the water with something less than a high tech boiler. You would probably sacrifice some efficiency but that would be compensated for by the small size of the area. Pump it with a low voltage pv system. Heat the water with a homemade coil on some kind of firebox. I grew up in a home where the only hot water was heated with the kitchen wood-fired cook stove, so........
Radiators, either old fashioned cast iron, or modern steel are less costly and also good systems, with the advantage of being more accessible and repairable if there is a problem.
In my current home I have a masonry wood heater. Quite similar in many ways to a rmh. Efficient and burns clean. A very old way of heating in N. Europe.
And lastly, the massive wall or floor that collects solar energy on the right site in the right climate is wonderful.
Okay. Now energy source. Aside from the passive solar energy that heats a mass, which then radiates heat to us, all of the systems require that we actively bring energy from "fuel." Wood. Oil. Propane. Natural Gas. You can buy a boiler that uses any of these and some can switch from oil to wood if needed. The CO2 emission issue, sequestration of carbon, footprint, air quality, etc etc are well known problems and too complex to discuss here. It would be wonderful if all of us had the perfect climate and site where we could use only solar energy to heat our homes. The energy source we choose is impacted by budget, location, size of house, personality, etc., so it is difficult if not impossible to answer your question. About all I can do is rank my choices.
1. Passive solar with a mass wall or floor seems like the best we can do but it has the downside of using concrete, or the extreme labor cost of stone or masonry, and some real restrictions on design and size of house. Depending upon the quality of the solar exposure I would back up this with the most convenient thing I could get, knowing I would rarely use it. Electricity. Propane. Gas. Oil. Wood.
2. Hydronic floor. Needs fuel, none of which is perfect. High cost.
3. Radiators. ditto Can be included in a remodel.
Note: Hydronic systems need a pump but fortunately they are small and can be integrated into a pv system. The can also be powered with a battery backup for grid failures.
4. A masonry heater. High cost. Wood only.
5. RMH low cost. Wood only. Probably the cobb "bench" for mass which is a questionable design feature. Maybe in floor. Tiny wood. Temperamental but hard to beat on a cost basis.
6. High quality cast iron wood stove. Steep heating curve, and I've never seen one that doesn't stream pollutants off the door when you open it to add wood. If you have asthma, stay away from these things.
7. Steel wood stove. Steeper heating curve. Same problem with effluents.
8. Open fireplace. (Often an actual energy loser. Radiates for awhile and then sucks warm air out of your house!) Actually a terrible choice. I know there are fireplace advocates out there, but I think they are full of hot air they didn't get from the fireplace.
I have sort of gravitated into the wood world with this list but it should be mentioned that there are many many other options. We can put electric heating elements almost anywhere. The floor. The walls. The ceiling. All invisible. Electricity is an overall inefficient way to heat things but if your costs are low enough per kwh these systems can look pretty good. Here, where I live in NW WA electric heat in a well-built house competes quite well with wood, unless you have your own free wood. Also, when the grid goes down you have no heat. There are all kinds of gas or oil heaters of course and then there's the pellet stove which requires electricity, etc. etc.
It is ironic that you are asking me these questions because I am currently planning two houses, both for us. One is in the city and the other is in the forest. The city house will have a radiant floor, or if we buy an existing house, we'll retrofit it for radiators. We'll use natural gas to fuel the boiler ( yes, I know about fracking ) and also get domestic hot water. We'll build (or buy) small and concentrate on the structure's insulation and air infiltration control. We will have a cast iron wood stove, just for the aesthetic of the evening fire I love. I've been cutting and splitting wood for decades and I'm getting tired. In the forest, we'll build even smaller and heat with an attempt at passive solar backed up with cast iron wood heater. We'll also have a pv system, probably 12 volt, out there.
So you see, I struggle with these choices for us.
And out beyond all those considerations is the big picture re carbon, sustainability, etc. Everyone should have a look at an Odum Energy Analysis before they get too excited about being environmentally correct. This is why I appreciate some of the critics of each of the alternative building systems. We can be environmentally perfect in one respect and not in many others. As an example, I have a son who lives and works in Seattle. He walks to work and does not own a car. He has no intention to ever own one. Doesn't like to drive. Rides the bus. Rides his bicycle. His carbon footprint is a tiny fraction of mine. I drive a truck and burn trees to heat my home. I'm doing some good stuff ecologically, managing a forest project back into a diverse, mature, food forest( I hope), experimenting with native edibles, etc., but who knows if I will ever have the "carbon account" equal to my son who does not drive.??
Wouldn't it be great if things were simple, like they were back when I was a sophomore in college? (1954)