We having one installed (an Okofen), plus 3 solar panels. Expensive to install, comparatively, and finding a local & capable/knowledgeable installer proved difficult. We're lucky to have 2 manufacturers of pellets within 50km of us, but that really is luck and not representative of alls regions.
For us, it was a relatively easy decision. Being rural, we had options of gas or fuel supply in tanks, solid fuel, electricity or heat exchange pumps. If we had the available land space, we would have considered geothermal heat exchange. Air-air exchange pumps are popular here (and other European countries) but I wasn't convinced of their efficiency when the air temperature drops - which is when you most need them! It meant top-up from electric, kind of defeating the purpose.
Oil, gas and electric are expensive so it only really left us with solid fuel options. Pellets provide a more efficient heating system and with auto-feed are near as dammit fit and forget. We're having a silo for bulk storage and reckon a single delivery (by truck) will last us around 10 months.
If you haven't already spoken to someone, I recommend
Organic Energy in Welshpool. They helped me out with some queries even though I wasn't buying from them (my French isn't up to asking/understanding our local supplier!) .