It all depends...around here everyone is burning wood as a secondary heat source, sometimes a cord of wood can last a long time because they aren't burning wood everyday.....
.A neighbor burns wood almost every day and will use up to 7 cords of wood for a winter, but saves on natural gas.....and he thinks he's saving money.......until we did the math together one day...
He figured he burned $2600 worth of wood......and even in the coldest month he pays less than $40 a month for natural gas even with a hot water on demand system....
So in that case, wood is far more expensive to heat with not to mention it has to be handled a bunch of times between stacking, carrying inside then cleaning the ashes....
He changed his wood stove out for a natural gas unit last fall, it's a fancy one with remote control, he can sit in his Lazy Boy and start it...he's far happier......