Code says you can't, some people do.
Antifreeze doesn't reduce efficiency, it reduces heat flow. There's a big difference. It might use a teeny tiny bit more fuel, but basically it does not use more fuel if you have antifreeze in the system, but it does make it so the baseboard or radiators give off the heat more slowly. If you were building a new house and knew you were going to use antifreeze, you'd add 20% more baseboard. Conversely, if your heating system is designed very close and on cold days you can just barely keep warm, then you might not be able to keep up if you have antifreeze in the system.
Antifreeze is a maintenance issue. It must be checked and replaced every so often. Bottom line, if you do not NEED it, don't use it.