But even a furnace/fireplace is subject to incomplete combustion, where some portion of the wood is transformed into byproducts that rob some of the energy of the fire. There's actually a big difference in the amount of energy you can get out of a fire, depending on the type of stove that's used.
That's some of what NGOs have tried to do for developing countries - find cheap and easily produceabke stove designs that can reduce the amount of wood needed and improve air quality in the home.