The most energy efficient and safe option is a direct vent gas insert. If you are not familiar with them, do a search on this forum to find out about them. Direct vent units come in a variety of styles. We got one by Jotul, a Norwegian company. It was manufactured in Norway, but assembled in Maine. It is black cast iron which we think fits in nicely with a variety of decors. But that's a matter of personal taste.

If, after finding out about direct vent in this forum, you decide to pursue this option, do a google search for direct vent. It will turn up websites of many manufacturers, Jotul included. A word of caution: installing a direct vent system is a bit complicated, and can take a whole day. So make sure you hire an installer who is experienced at it. Finding such a person may take some looking around and asking people for recommendations.