In Chico, where I work, they constantly have burn day bans. Unless, of course, you have a NEW wood stove and then you are exempted. I live in a town 15 miles away (in the foothills), with NO bans on wood stoves. We did have to buy an EPA approved one (for a remodel we did in 2005) and the stove wasn't all that expensive, $750 (it's a Napoleon). I still don't see a difference (smoke) from my "approved" stove and neighbors units that are from the 1990's.
As far as wood cost, I have plenty of friends where I can get fire wood plus my wife scours Craigslist for free firewood. This year I cut, split, and stacked over 2 cords, none of which I had buy.