If you got a free place to cut wood, its foolish not to heat your home with it. If you have to buy it, then the cost savings arent worth the amount of work and hassle and danger of burning it.
Not sure what a lumber permit costs around here or what it takes to get one, but we have a lot of "red air" days during winter in the valley and they don't like you heating with wood if you have natural gas (and almost everyone has NG). I really need to research it more because I have a perfectly good burner in my house.