I've heated with pellets for about over 15 years. I've used exclusively Quadrafire stoves that I've picked up used. They were inexpensive because the stoves circuit boards were bad. I easily fixed the PCB's and always have kept an extra PCB in stock as well as an ignitor. I use a wireless thermostat located across the room to keep the temp even.
My next stove will likely be a "
WiseWay" Pellet stove that does not need electricity.
Here in my little town on the coast, I can often buy good burning pellets for $3.85 a bag. That's a considerable savings over electric heat for the month.
As for heating with wood, I did that for a quarter of a century. I'd have a logging truck dump a load of logs in the back of my acre. I'd buck it up over the summer and stack it to dry. That would last a few years.
Now that I'm older, I appreciate having a bag to carry in... no chainsaw, no rolling logs onto the ankle, etc.. I appreciate not having to locate, cut, transport and stack the wood. I can easily keep three tons of pellets dry outside my back door. It's nice to know I have stored a winter's supply of heat for a reasonable cost.