Skinny I have had both types of wood stoves...regular and pellet. Wood stoves put out more heat and are a lot dirtier and less safe. But the pellet stoves are not too far behind in heating ability and as the heat is blown they are a bit more efficient. The pellets are a whole lot easier to use and are fed automatically. Storage of pellets IS a problem as they do have to be kept in a dry area. Another downside of pellets is the supply thing. A couple of years ago they were "hard" to get(of course the price went up). So buy 'em early...or at the end of the heatinmg season for next year. Also if ya know any farmers etc...consider a stove that will also burn corn so ya can buy that at a cheaper price. Heats just as well as pellets. Have 2 wood stoves here in Wyoming but looking at alternatives myself. Coal is cheap!
BTW I used a pellet stove in my gunshop for a lot of years. More instant heat than wood too. You do have to clean them ocassionally..but not as often as wood stoves.