These are very popular here in Holland because of the high prices for natural gas heating. But you need electricity for such a pellet stove:

And they are more expensive than a wood burning stove. But you can leave the house and the pellets will automatically be fed to the stove / fire. So it works without having to put wood on the fire every hour or two hours.
But charcoal briquettes can slowly burn for 10 hours but they cause more air pollution. Not ideal when other houses are very close by, less of a problem in very big countries with lots of space.