Heavyweight buildings made of dense minerals such as brick, stone, concrete or cob have the ability to store heat within the fabric of the walls. This quality is known as thermal mass and is desirable because it effectively regulates the temperature and humidity inside the building by providing a 'flywheel effect'.
Houses with large thermal mass do not get too hot in the summer and, once warm, can be comfortable in the winter. However the conductive nature of dence materials mean that the building "bleeds" heat to the outside world, bad for both pocket and planet.
Light weight buildings, such as straw bale houses, timber cabins or modern super-insulated houses are a great deal cheaper to heat, you retain the heat that you have paid for by not allowing it to escape through the building. However the drawback is that the only thing that warms up is the air inside the room which can lead to poor air quality and a feeling of stuffiness.
Diminished air quality can be uncomfortable as well as exacerbating respiratory problems such as asthma.
The ideal is a building material that has the qualities of high insulation value AND thermal mass: Straw Clay.