Hi Aldo!
I have seen the Bio Bricks- they are compressed sawdust. I wouldn't use them myself for two reasons- first, they will burn hot, yes, but will burn fast, which means more to be used. And second, depending on the wood used, I would be concerned I would have to clean my flue pipe more often. But that's me. I love my real wood logs. And, like Mystang, it's our primary source of heat.
Oh, and we don't pay a penny for our wood. Hubby gets asked all the time if we know anyone who would come and cut up X tree that fell or is dead and they want it removed. He comes home, grabs me and the chainsaw, and off we go. After we get home, we fire up the wood splitter and go to work. We get a lot of oak, cherry, hickory, and poplar. My parents, bless their hearts, toted a huge pine lighter stump up from Mississippi the last time they visited, so we use small pieces of that as starter.
As to local cost, there is a man here who sells a dump truck load for $150. It does need to be split, however. Most smaller amounts go for like $40 a pickup truck load.