Allow your freshly cut down (green) wood to season and dry before you burn it. Green wood produces little heat, smokes, spits, and soot's up the chimney.
I have a wood stove that we use as an additional heat source that saves us a lot of money. If it is working correctly, you should never have smoke enter the house. All the smoke goes up the stove pipe. If you go outside and look at the stove pipe, you can see the smoke exiting just like with a chimney.
Ours has an adjustable fan that blows the heat out into the room, but just heat - no smoke. Just make sure the stove is properly maintained, use dry wood (not green), and you shouldn't have a problem. If you have a stove you are uneasy about using, ask someone who has one to look at it. There are stores that sell supplies and they can tell you what to look for, such as making sure there is a seal around the stove door, etc.