I would go with wood, but make sure it's one that works like a wood stove, ex: closed combustion. A traditional wood fireplace actually sucks so much air outside that it makes the house colder.
Also consider whether or not you can afford to use up that wall. My house has an old wood fireplace that I've been debating on converting to a wood stove insert, but problem is, it's literally in the way. The TV is on the opposite wall, so I need to put the couch sideways, and I can't put the TV anywhere else because one side is the window and other side is dining room. So I'm actually debating on ripping out the fireplace so I can put the couch there.
But since this is a new house you can make it work. Personally I'd try to fit in a wood stove. Depending on fossil fuel is bad, it's not sustainable, so it's nice to be able to burn wood for heat.
I'd love to put in a wood stove, I might put one in my basement at some point. It would act as supplementary or backup heat. Price of electricity and gas keep going up, but wood, you can just go cut down some dead trees, it's practically free.
If I had a big property I'd actually look into some kind of steam turbine system to generate power from wood too. As oil prices keep going up, it actually starts to make sense to go back to "old fashioned" ways, but with a higher tech approach. Newer wood burning appliances are much more efficient than they were before.