Not sure about oil fires but gas fires with back boilers have tended to be very inefficient. I thought most/all had been discontinued as they wern't available with condensing flues needed to meet building regs.
Perhaps look at installing a regular oil boiler somewhere else? I think Grant do some designed to be installed outdoors if space inside is a problem.
I take it you don't have mains gas as that would be my choice if available.
Another option might be a wood burner with or without back boiler. They work well but you need to be the sort of person who like feeding and cleaning them.
Solar panels might also be worth considering of you have a south facing roof.
Oil prices shot up last year so perhaps that's why it seems expensive? Prices have since come down a lot to the point where oil and gas are comparable again. See Price per KWH inc boiler efficiency....
http://www.nottenergy.com/energy-costs-comparison3Allways shop around for oil, never sign up for a top-up scheme. I usually get a quote from Boiler Juice then shop around 6 local suppliers. I've never found BJ to offer the best price. I normally find I can haggle the price down around 5%. Ideally you want to buy at least 900L at a time but don't run the tank so low you need an urgent fill up.