I've seen some truly amazing things done with passive solar (i.e. building your house to optimally capture sun radiation and store it. The greenhouse effect on steroids.) Some houses in Maine don't have any heating system at all; they are built on certain inclines, angled just the right way, with ideal ratios of windows to insulation. In some cases, large stones are strategically just inside the windows to retain and slowly release heat.

It requires an esoteric expertise, lots of charts and graphs, and freedom to customize your plot of land. But it's awesome.