Do your children still believe, even though your home has no fireplace? Fuel their fantasies with a direct-vent gas unit. Don't tell the kids, but these fireplaces need no chimneys. The heating contractor simply installs the firebox on an exterior wall and vents it directly to the outside. The burner connects to a natural gas or propane supply. (Electric models need no venting at all.) For about $2,000 to $5,000 installed, you've got an instant "entryway" for St. Nick and his bag of goodies.