No, I don't have one. But I want one.
I've been looking at them since we moved a little over a year ago. There are two main brands that I see around here the most, "The Hardy", and "Central Boiler", the latter of which looks a lot like what you posted the link to.
Figure what you are spending heating the house right now. Gas or electric? If electric, I'd hate to imagine. If gas, for comparison, our old house was using around $200/month heating the house, with a gas water heater. Over the course of 6 months per year (or so) heating the house, that's over $1000 spent on gas.
Figure $4-5k for one of the furnaces (probably with you setting most of it up), and you can see that you will be saving money in just a few years.
An added bonus (at least on the two that I've looked at) is that you can get your household hot water supply from them, and you will NEVER run out of hot water as long as the fire is going.
At this time, without knowing what the cost for each unit would be, I would see myself going more towards the Country Classic rather than the Hardy. The CC has sprayed in foam insulation around the water jacket, the Hardy uses batts. The CC also (from what I can tell) can feed more "zones", which will be a bonus if I ever want to heat the detached garage or a portion of the barn. I think the CC can also be placed further from the house too, but I'm not sure. And, I'm hoping, as we do further renovations to our house we can put in radiant floor heat and use the outdoor burner to feed that.
If you currently are burning wood, another bonus is that you can cut the pieces longer (I think around 30") and you won't have to split as much. If you can get it in the door, it will burn! Even if it's green, 'cause they have a built in blower to fan the flames!!!
The downside? You still need to have a regular forced-air furnace. That works!
That's part of our problem, our furnace is 40+ years old and doesn't currently work.
We've been heating the house with a single wood stove, which is WAY too uneven of heat.
The outdoor furnace heats water in a water jacket, which is then transferred to a heat exchanger (much like a car radiator) that is added on to the forced air furnace, for those that didn't know.
Plain and simple, I can cut firewood all day long for less than $10. A days cutting will get me 2-3 weeks worth of wood (at my current usage rate). So for less than $20 I can heat my house for a month. It'd be cheaper with the outdoor furnace too, because of less cutting and splitting....
Somebody that actually owns one will have to chime in with more negatives though.
Dan