As you mentioned: insulating and zone heating are the primary concerns.
(infact many hotel systems have solenoids to operate the vents to control zones, a system schematic to read for Carrier (made in USA) systems)
Less mentioned but also effective!
So you heard of keroscene (heavy mineral oil, so hot it sets your floor or curtains on fire), electric (electric bills!), natural gas (prices have gone up), Oil (prices remained moderate when NG got into competition), and Wood burning (very hot and a fire hazard, excellent if installed dual vent, using easy "pellets fuel" bumps the price though).
It's extremely hot and efficient if you can get it delivered (shipping rate) at a reasonable cost. It's used in many old and also new West Virginia homes.
They stopped using it for a while due to illnesses and deaths (carbon monoxide and also coal burning chemical fumes). HOWEVER: newer models have both DUAL VENTING and adds temperature at the burning point to neutralize toxicity: they're safe now.
vermont wood stove, dual vented, forced air, quality iron casing - enough btu to heat typical fx co homes easily, and you can cook eggs simply by placing them on top of it!
a modern coal stove: dual vented and twin blower, likely has the BTU to heat your mansion ?