Wood fuels produce more and exceptional heat. They run on the radiant heat principle so they heat rooms a bit more proficiently and rapidly compared to heat produced via vent systems. Wood stoves produce heat that radiates through both tops and all sides of the unit hence sending warm to all directions in the target rooms.
Many furnaces are also equipped with glass doors that are especially necessary when the fireplace is warming up and can not deal with smoke and thus lets the bitter smell in the room. The glass cover helps to prevent it. The doors can be swinging or lifting. By the way, furnaces with a fireproof door are safer than open grates, and allow you to manage the flow of warm air much better and easier. The only drawback is that sometimes the heat-proof glass may be covered with soot.