Not all heat pumps extract heat from the air. Ground-source and groundwater-source heat pumps circulate water mixed with antifreeze through a system of buried tubing to gather heat from the earth or groundwater, which is much more consistent in temperature than air is. Below-ground temperatures are normally warmer than the air in winter and cooler than the air in summer. The ground-source system employs a closed loop of tubing that is buried below the frost line; the water/antifreeze mixture circulates through the tubing, gathering heat from the earth.
A groundwater system typically involves pumping water from one well, transferring its heat to your house, and then returning the water to another well.
WaterFurnace, from WaterFurnace International, can be set up either as a ground-source, closed system or as an open- loop groundwater system. It uses half the electricity of ordinary heat pumps, and though it is about the same price, the excavation and the ground loop of piping can be quite expensive—$2,000 or more.