I don't know if you have natural gas or not, but there are natural gas burners available. Those are safe for indoor use, but require a qualified plumber to run the line.
When I go to all grain eventually, I'm considering using natural gas. I had my house built with a stub outside and might even run one in the basement.
Of course, with any open flame, you're going to want to take percausions to make sure you don't burn the house down.