Masonry heaters were developed to conserve fuel and time/energy cutting wood. They didn't have chainsaws and heavy equipment for processing so much wood... Imagine if you had to cut all your firewood with an ax
Another reason was scarcity of wood. Wood would become scarce even in forested areas if everyone was using it for heating and cooking.
These heaters were very common in some areas of Europe. My wife has relatives in Italy that heat their house with a masonry heater, if I can find a photo of it I will scan and post it.
Here is a photo of a masonry heater in a barracks at auschwitz. You can clearly see it running through the middle of the aisle with the chimney at the end. There would be channels or passages for the combustion gases to flow through the whole thing. http://www.google.com/imgres?hl=en&sa=X ... ,r:13,s:89
It takes a long time to get a masonry/mass type heater up to temperature but once heated, it takes only a short hot fire once or twice a day to maintain the heat. Creosote isn't an issue if the heater is fired correctly.
If I lived in Alaska or someplace with a cold climate I would build a masonry heater into my house.