Your best bet would be to locate a humidifier close to an air return so that the humidified air can be distributed through the house. Take a look around and see what you can find. I don't think you can find a large humidifier without a filter/wick. It is possible though.
You are most likely to find an evaporative type that uses a wick. This may be referred to as a cool mist humidifier. This is going to cool the air in the area where the humidifier is operating. Check out places like Amazon or Epinions for reviews on humidifiers. Also, it looks like the large humidifiers require frequent refilling. That would be once or twice a day.
I would not try to humidify the air in an effort to save energy. It takes 8,500 BTUs to evaporate a gallon of water. To evaporate a gallon of water per hour is 8,500 BTUH. Your furnace will need to make up for the heat lost through the evaporating water. Compare that to your heating system which I would guess has about 64,000 BTUH output.
I would recommend a humidifier if you were doing it for reasons of comfort, health, or concern over wood products.
I have never looked at the numbers I mentioned above until now. It looks like it might be around 5%-15% of your furnace output to humidify the air.