I agree with Ken. We had a swamp cooler for years in Utah, where the humidity is very low. It worked great, but I would not consider one in an area with high humidity. They do, after all, rely upon evaporation to work. Also, you need to change the filters frequently for them to be effective. At least once a season. More might be better for efficiency. I don't know what they use for the filters now (which is also the medium to hold the water for evaporation). It used to be aspen "threads" in a mat. I loved it when we put in new ones. Not only did they cool exceedingly well, but they had a wonderful out-in-the-woods smell. It felt and smelled like I was camping in the mountains, rather than baking in the desert!
They do make window mounted swamp coolers. Just make certain you are able to mount them appropriately, and that your landlord will approve.
Regarding the heat question -- I have built a rocket heater that exhausted into an old, inefficient fireplace. HOWEVER, it was not code and a fire marshal would likely take a hammer to it if you live in an area with building codes. It would probably void any insurance policy in case of a fire. And, a landlord would most likely consider it a violation of your contract. Rocket heaters that have thermal storage (like you suggested) are very heavy. Even if you could build one, you would need to make certain the structure could support the massive amount of weight in that location. There are a lot of issues to consider in retrofitting one into a home. For most people, it would probably be easier to incorporate one into a new design, or massive remodel. And, it helps to be in a location where there are no building codes (we are fortunate in that regard).
