Pellet stoves are nice, but the ones I've seen need electricity to run the auger. Friends of mine swear by theirs, but also almost froze a few years ago when they lost power for a week during the winter. Always good to have a back up generator, or other heat source!
Nice thing about pellets is they don't make much mess, easy cleanup, and they burn very clean too and as stated above are cheap to run.

We live in one of the first houses built in our town, and were a bit supprised to find out we couldn't put in a wood burning stove. It seems the old wood stoves were removed long ago, and then replaced with furnaces to heat the house. Because of clean air laws, new homes here aren't allowed wood burning stoves! Yet the 70's and 80's track homes here all have them! Go figure, our place was built in 1858!