The science behind saving money.

Over the last couple years I have really been a tightwad when it comes to heating my house.  I have wood and coal burning stoves but I know that those don't help as much as they should.  They pull cool air in from the outside because they have to have a constant supply of oxygen in order to work properly.  This has me wondering if I can vent them straight to the outside so that the air supply doesn't have to come from inside the house.  I wonder what the cost and savings will be.  I'd love to save a few bucks every month in order to buy more hunting equipment.  Anyone have any better ideas than just using metal ductwork and running it from outside to the air intake on the stove?