Layering natural materials for insulation can do wonders to conserve heat. I swear by straw bales for insulating the walls of my cabin. They store heat during the day and slowly release it through the night. Do consider this, especially if you're in a permanent off-grid location.
My other go-to is a rocket mass heater. This thing's a marvel of efficiency, I’ll tell you. It's a wood burning stove design that uses less fuel while pumping out a lot of heat. But the real magic is in the mass part. You've got a long flue that runs under a large mass of cob or stone. This mass soaks up the heat and then radiates it for hours.
Don't forget about good old-fashioned thermal mass: fire up the wood stove during the day and let rock or brick absorb the warmth to radiate back through the night. What's your fuel strategy? Keeping the firewood dry and well-stocked is key, right?
And lastly, nothing beats an insulating layer of down right on your body. My