That depends on what you want your wood burner for. If you just want something nice to look at, steel and cast iron stoves come in traditional and modern styling and will fit easily into most homes.
If you want a super-efficient stove that gives off heat for up to 20 hours after burning, a masonry stove is definitely worth considering. Another factor when considering masonry versus steel is weight, as most of our masonry heaters weigh in excess of 700kg, whereas most steel or cast iron stoves are around 100kg. Therefore, a masonry heater is going to require a good base to sit on, where as a steel/cast iron stove will fit neatly with no structural floor needed.
It is also worth mentioning size. Most masonry stoves we build are around a 1m x 1m, although they can be much larger depending on design. Heated seats, benches and pet snugs can be incorporated too.