If you buy pellets in bulk through mail-order distributors, the cost becomes comparable. If you have friends with birds, several of you can group together and share the cost - and savings. Another disadvantage is that canaries enjoy eating and may get bored with the same food. I feed pellets for the bulk of my bird's diet, but still supplement with fresh greens, some seeds, and egg food for variety. If you do this, wait until your birds are fully converted to make sure they have accepted the pellets as food.
Some people offer more than one variety of pellets and rotate brands to combat boredom.
Pellets may be hard to find. Before converting, pick a brand that you are able to get locally or mail order from at least two suppliers. The manufacturer should be able to recommend distributors in your area. There are two types of bird pellets. Some are just compressed and some have been cooked .