As others have said - look at the costs of a suitable chimney/flue
first.

Effectiveness depends on the design of your house - open plan-ish is
good to get the radiant heat from the stove about.

You will need significant storage space for logs, and at least the
fitness level to stack them when delivered, and bring indoors what you
need every day - even if you don't seek out your own.

At risk of stating the obvious - green wood needs to be seasoned for
at least a year.

Yes - I find them very economical - the task of loading and starting
the stove means I don't use it more than necessary, plus I have enough
scrap joinery offcuts each year to cover about half my needs.

For covering CH and HW as well - which mine doesn't - have a look at
the solid fuel Rayburns (http://www.rayburn-web.co.uk/57_198.htm). I'm
very impressed with how well a friends old Rayburn Royale stays in for
many hours - and can burn most solid fuels I believe.

There would also likely be a significant replumbing cost for the
necessary gravity circuit and cylinder for a solid fuel stove with
backboiler.

If you go for a non-backboiler stove - I've been completely happy with
my Jotul F600 (http://www.jotul.com/en-us/wwwjotulus/).