We also wanted one, made of loam. But the weight simply couldn't be supported by our floor, and it would have been too costly to have an extra foundation laid for it. It was too expensive anyhow, at least 7000 euros. The project we just finished, cost us 3700 euros, which is still a bit steep, but we decided to pay more for a top quality stove (2000 euros).
I also regret we couldn't install a water-heating stove connected to our 300 liter boiler upstairs, but the stove would've overheated the water (and our polybutylene water pipes can't stand much more than 65 °C), while the air temperature downstairs would still be too low. I'm glad I listened to my plumber and re-calculated my rosy picture.
I then opted for an air-water heat exchanger in the flue right behind the stove, but suspected it wouldn't return on the investment (lots of installation work, creosote cleaning, for just a few kWh worth of water, with the risk of the chimney not getting hot enough). I'm glad I didn't do that either.
All in all, I'm happy. Temps have been really low, it's -13 °C outside as I write this, but it's really comfortable in our living quarters now. Some time soon we're going to try to cook on the stove. If that works well, we're going to save some more kWh in electricity.