I have been considering a bedroom fireplace, too. While I decided to put off that project, I did figure out that if I were to pursue a bedroom fireplace, I might go with an alcohol burning model. Some of them are very modern looking. Not sure if you like that look.

Here is a link that might be useful: EcoSmart

I have an electric stove that looks like a wood burner in my cold bedroom. I love it. It looks like a real fire and it warms one big, cold room. I leave it on all the time and costs at least $50 a month.(electricity varies according to where you live)If I worked, I would turn it on when I came in and shut the door , to cut costs and warm the room. Hope this helps. Barb