I agree with this big time. We had a Stovax DEFRA approved stove in our old house, it cost a fortune to use it as a replacement for the central heating and frankly stank and gave us bad headaches. Only a small proportion of the burn seemed smokeless starting the stove smoked like hell, and letting it burn out smoked like hell.
I am not sure of the answer but my new combi boiler seems to cost very little to run for the heating work it does and is apparently very efficient.
We are a bit screwed really and seriously need to up the ante with regards to campaigning to our gov to sort out fuel and energy efficiency.