If I read correctly you have a oil burning furnace already?

How old is it? Are you gonna have to replace it soon. Why not go with a wood burning furnace? You can get a unit that is independant of the house and pumps the hot air into the house. Or a basement unit that radiates through the house.

I grew up in a early 1800's house, in upstate NY, that had a wood burner in the basement heated the whole house nicely.

But really look into radiant floor heating to balance the temperature in your house. There are systems now that can bet attached under existing floor and run off a standard water heater or a rooftop solar unit. Its nice even heat throughout the house and efficient. But can be a headache to install in existing houses.

I personally like the ventless gas units, but you are a victim to the fluctuation of gas prices. I would also look at getting the windows changed before you put a woodstove in. Its just money better spent replaceing the windows. And in reality right now electricity is cheaper then raw fuels, so at this time oil filled base board heaters are cheaper to run then gas (haven't done the math, and that is a quote from WV were coal is cheap hence electricity is cheap).

Be careful puching a hole through the roof, if the original design wasn't set up for it, it is easy to end up with ice jams and leaks, which will eat up any savings you might of had.

I have lived in the back of an uninsulated Dodge cargo van down
to 10 degrees, it is amazing what you can learn to be comfortable with. But the windows will improve resale/ equity more then a woodstove. So do the windows first and borrow against the improvement to do the chimney.

Hope that helps, sorry its so long; but its not a simple situation, as you are learning. You could always just run stovepipe out the window and up the side of the house, don't luagh! I've lived with less.