Rooms come in all shapes and sizes, as do central heating systems.
Some rooms are so large that to heat them via the main heating system to a comfortable temperature is a very expensive habit. If there is an open fire in the room some people see lighting it and sitting near to it as a way of providing localised top up to the central system - unless the fire in place is not capable of delivering enough heat. This being the case you have a variety of choices as far as burning wood is concerned.
1) Fit a wood burning stove (if heat is your main objective this may be your best route)
2) Fit a fire such a convector fire that is more efficient that a normal open fire.