We are in the process of building our cabin. As supplemental heat (for when we aren't there and thus the woodstove is not in use) we are trying to decide between a $1200 Toyo stove that runs on fuel oil, and a $600 Williams direct vent that runs on propane.
Both heat the same amount of space. Propane is pricier in the long run, but maintenance is cheaper. (We also will have a water heater and stove running on propane, thus would have one tank if we went propane.)
Fuel oil is a lot cheaper up front, but the maintenance is more (I am told).
P.S. We are on good roads and delivery isn't an issue.