First off, if you heat your house with wood, use the heat from your stove or fireplace to boil your sap, and kill two birds with one stone.
Second, especially if you are making syrup on your regular stove, turn on all the fans you have, and open a window or two. Your walls don't need to get wet, or sticky, or anything of the sort. The fact is that the sugar is NOT boiling off, only the water, so there is no reason why your walls would drip with syrup no matter what. I can make 4 ounces of syrup on the stove from 2-3 gallons of sap in about 3 hours. Considering the fact that same home-made local syrup would cost me $12-15, I find that quite economical. It generates the same amount of steam (or less!) as making my own tomato sauce.
And for a little extra frugality, do what the native americans did -- collect the sap at night and let it sit outside overnight. Most likely, in the morning the sap will have some ice on the top, and that ice has none of the sugars in it. Discard the ice, and you have less sap to boil! The Indians would do this over and over again, until all that was left was syrup.
Happy Sugaring :)