This review discusses strategies for enhancing the thermophysical properties of phase change materials (PCMs) and thermochemical materials (TCMs) for thermal energy storage for space heating applications. The focus is on increasing energy storage density, tuning the working temperatures, and increasing the durability. Two case studies on PCMs and TCMs are presented. The first case study explores solid−solid PCMs such as pentaerythritol (PE) and pentaglycerine (PG). The research emphasizes the synthesis and thermal properties of the PE:PG binary system with the goal of achieving a discharging temperature of 140 °C and an optimized latent heat of 177 J•g −1 . This temperature is particularly relevant, as current PCM options within this temperature range struggle with stability. This tailored system exhibits promising thermal characteristics, surpassing other commercial PCMs in both heat storage density (250 MJ•m 3 ) and thermal conductivity (0.59 W•m −1 •K −1 ). The second case study focuses on the development and testing of two different types of TCM composites. The first type of composite is formed of a granulated mesoporous γ-alumina matrix and LiCl, CaCl 2 , or MgCl 2 . The theoretical heat storage density was determined in appropriate conditions for space heating (adsorption at 30 °C under a water vapor pressure of 12.5 mbar and desorption at 100 °C). The composites were ranked as follows: γ-alumina-10LiCl (711 kWh•m −3 ), γ-alumina-10CaCl 2 (700 kWh•m −3 ), and γ-alumina-7MgCl 2 (334 kWh•m −3 ). The second type of composite is made of a silica-PEG matrix and MgCl 2 or CaCl 2 . Experiments in an open lab-scale reactor demonstrated that the silica-PEG matrix effectively stabilized hydrated 25 wt % MgCl 2 and 36 wt % CaCl 2 . Among these, the composite with 25 wt % of MgCl 2 showed the best performance, with an average heat storage density of 216 kWh•m −3 (adsorption at 30 °C under a water vapor pressure of 12.1 mbar and desorption at 130 °C).